Fault diagnosis of rolling bearings based on multifractal detrended fluctuation analysis and Mahalanobis distance criterion

Science.gov (United States)

Lin, Jinshan; Chen, Qian

2013-07-01

Vibration data of faulty rolling bearings are usually nonstationary and nonlinear, and contain fairly weak fault features. As a result, feature extraction of rolling bearing fault data is always an intractable problem and has attracted considerable attention for a long time. This paper introduces multifractal detrended fluctuation analysis (MF-DFA) to analyze bearing vibration data and proposes a novel method for fault diagnosis of rolling bearings based on MF-DFA and Mahalanobis distance criterion (MDC). MF-DFA, an extension of monofractal DFA, is a powerful tool for uncovering the nonlinear dynamical characteristics buried in nonstationary time series and can capture minor changes of complex system conditions. To begin with, by MF-DFA, multifractality of bearing fault data was quantified with the generalized Hurst exponent, the scaling exponent and the multifractal spectrum. Consequently, controlled by essentially different dynamical mechanisms, the multifractality of four heterogeneous bearing fault data is significantly different; by contrast, controlled by slightly different dynamical mechanisms, the multifractality of homogeneous bearing fault data with different fault diameters is significantly or slightly different depending on different types of bearing faults. Therefore, the multifractal spectrum, as a set of parameters describing multifractality of time series, can be employed to characterize different types and severity of bearing faults. Subsequently, five characteristic parameters sensitive to changes of bearing fault conditions were extracted from the multifractal spectrum and utilized to construct fault features of bearing fault data. Moreover, Hilbert transform based envelope analysis, empirical mode decomposition (EMD) and wavelet transform (WT) were utilized to study the same bearing fault data. Also, the kurtosis and the peak levels of the EMD or the WT component corresponding to the bearing tones in the frequency domain were carefully checked

Multifractal regime transition in a modified minority game model

International Nuclear Information System (INIS)

Crepaldi, Antonio F.; Rodrigues Neto, Camilo; Ferreira, Fernando F.; Francisco, Gerson

2009-01-01

The search for more realistic modeling of financial time series reveals several stylized facts of real markets. In this work we focus on the multifractal properties found in price and index signals. Although the usual minority game (MG) models do not exhibit multifractality, we study here one of its variants that does. We show that the nonsynchronous MG models in the nonergodic phase is multifractal and in this sense, together with other stylized facts, constitute a better modeling tool. Using the structure function (SF) approach we detected the stationary and the scaling range of the time series generated by the MG model and, from the linear (non-linear) behavior of the SF we identified the fractal (multifractal) regimes. Finally, using the wavelet transform modulus maxima (WTMM) technique we obtained its multifractal spectrum width for different dynamical regimes.

APPLICATION OF RESULTS OF WAVELET AND MULTIFRACTAL ANALYSIS OF METAL STRUCTURE FOR PROGNOSIS OF ITS QUALITY

Directory of Open Access Journals (Sweden)

VOLCHUK V. M.

2015-10-01

Full Text Available Problem statement. At present , to implement a deterministic method of assessment of the mechanical features is not possible based on the analysis of causalit links, because they are influenced with a large number of variables that are highly correlated with each other, and some part of them are changing in a wide range of unpredictable ways. Especially, this problem is in assessing the mechanical properties of metal constructions and products of special purpose in the process of their expluatation: oil pipes, carcasses of residential buildings, etc. In these cases, mechanical testing is the problem is not always technically feasible, and out of variety of express methods of non-destructive control are used often in practice in verbal or semiquantitative. The difficulty is that under the impact of various factors: temperature, corrosive environments, etc., structural changes occur far from thermodynamic equilibrium, and as result the mixed structures are got, including widmanshtatten structure. Use of classical methods of metallography is not always possible to quantify such structures with the precision that may be necessary for practical purposes. In this regard, considerable interest is the search for new approaches to assess the metal structure with a purpose of prognosis of its mechanical properties. Purpose. To obtain information about the possible application of wavelet-multifractal analysis to assess the mechanical properties of metal. Conclusion. Sensitiveness between strength properties and uniformity is set with regularity of structure elements of bainite-perlite group, and also between the viscous properties and uniformity, a regularity of element of the ferrite group. The results suggest that the realization of this method allows in the minimal and possible cost for the real tests to provide the necessary accuracy for practical purposes.

Introduction to the Multifractal Analysis of Images

OpenAIRE

Lévy Véhel , Jacques

1998-01-01

International audience; After a brief review of some classical approaches in image segmentation, the basics of multifractal theory and its application to image analysis are presented. Practical methods for multifractal spectrum estimation are discussed and some experimental results are given.

Multifractal Detrended Fluctuation Analysis of alpha and theta EEG rhythms with musical stimuli

International Nuclear Information System (INIS)

Maity, Akash Kumar; Pratihar, Ruchira; Mitra, Anubrato; Dey, Subham; Agrawal, Vishal; Sanyal, Shankha; Banerjee, Archi; Sengupta, Ranjan; Ghosh, Dipak

2015-01-01

Highlights: • EEG was done to record the brain electrical activity of 10 subjects in response to simple acoustical tanpura stimuli. • Empirical Mode Decomposition (EMD) technique used to make the EEG signal free from blink and other muscular artifacts. • Multifractal Detrended Fluctuation Analysis (MFDFA) performed to assess the complexity of extracted alpha and theta brain rhythms. • The findings show spectral width i.e. complexity of alpha and theta rhythms increase in all the seven frontal locations studied, under the effect of musical stimuli. - Abstract: Electroencephalography (EEG) was performed on 10 participants using a simple acoustical stimuli i.e. a tanpura drone. The tanpura drone is free from any semantic content and is used with a hypothesis that it provides a specific resting environment for the listeners. The EEG data was extracted for all the frontal electrodes viz. F3, F4, F7, F8, Fp1, Fp2 and Fz. Empirical Mode Decomposition (EMD) was applied on the acquired raw EEG signal to make it free from blink as well as other muscular artifacts. Wavelet Transform (WT) technique was used to segregate alpha and theta waves from the denoised EEG signal. Non-linear analysis in the form of Multifractal Detrended Fluctuation Analysis (MFDFA) was carried out on the extracted alpha and theta time series data to study the variation of their complexity. It was found that in all the frontal electrodes alpha as well as theta complexity increases as is evident from the increase of multifractal spectral width. This study is entirely new and gives interesting data regarding neural activation of the alpha and theta brain rhythms while listening to simple acoustical stimuli. The importance of this study lies in the context of emotion quantification using multifractal spectral width as a parameter as well as in the field of cognitive music therapy. The results are discussed in detail.

Multifractal Analysis for the Teichmueller Flow

Energy Technology Data Exchange (ETDEWEB)

Meson, Alejandro M., E-mail: meson@iflysib.unlp.edu.ar; Vericat, Fernando, E-mail: vericat@iflysib.unlp.edu.ar [Instituto de Fisica de Liquidos y Sistemas Biologicos (IFLYSIB) CCT-CONICET, La Plata-UNLP and Grupo de Aplicaciones Matematicas y Estadisticas de la Facultad de Ingenieria (GAMEFI) UNLP (Argentina)

2012-03-15

We present a multifractal description for Teichmueller flows. A key ingredient to do this is the Rauzy-Veech-Zorich reduction theory, which allows to treat the problem in the setting of suspension flows over subshifts. To perform the multifractal analysis we implement a thermodynamic formalism for suspension flows over countable alphabet subshifts a bit different from that developed by Barreira and Iommi.

Fractal and multifractal analysis of LiF thin film surface

International Nuclear Information System (INIS)

Yadav, R.P.; Dwivedi, S.; Mittal, A.K.; Kumar, M.; Pandey, A.C.

2012-01-01

Highlights: ► Fractal and multifractal analysis of surface morphologies of the LiF thin films. ► Complexity and roughness of the LiF thin films increases as thickness increases. ► LiF thin films are multifractal in nature. ► Strength of the multifractality increases with thickness of the film. - Abstract: Fractal and multifractal analysis is performed on the atomic force microscopy (AFM) images of the surface morphologies of the LiF thin films of thickness 10 nm, 20 nm, and 40 nm, respectively. Autocorrelation function, height–height correlation function, and two-dimensional multifractal detrended fluctuation analysis (MFDFA) are used for characterizing the surface. It is found that the interface width, average roughness, lateral correlation length, and fractal dimension of the LiF thin film increase with the thickness of the film, whereas the roughness exponent decreases with thickness. Thus, the complexity and roughness of the LiF thin films increases as thickness increases. It is also demonstrated that the LiF thin films are multifractal in nature. Strength of the multifractality increases with thickness of the film.

Non-stationary dynamics in the bouncing ball: A wavelet perspective

Energy Technology Data Exchange (ETDEWEB)

Behera, Abhinna K., E-mail: abhinna@iiserkol.ac.in; Panigrahi, Prasanta K., E-mail: pprasanta@iiserkol.ac.in [Department of Physical Sciences, Indian Institute of Science Education and Research (IISER) Kolkata, Mohanpur 741246 (India); Sekar Iyengar, A. N., E-mail: ansekar.iyengar@saha.ac.in [Plasma Physics Division, Saha Institute of Nuclear Physics (SINP), Sector 1, Block-AF, Bidhannagar, Kolkata 700064 (India)

2014-12-01

The non-stationary dynamics of a bouncing ball, comprising both periodic as well as chaotic behavior, is studied through wavelet transform. The multi-scale characterization of the time series displays clear signatures of self-similarity, complex scaling behavior, and periodicity. Self-similar behavior is quantified by the generalized Hurst exponent, obtained through both wavelet based multi-fractal detrended fluctuation analysis and Fourier methods. The scale dependent variable window size of the wavelets aptly captures both the transients and non-stationary periodic behavior, including the phase synchronization of different modes. The optimal time-frequency localization of the continuous Morlet wavelet is found to delineate the scales corresponding to neutral turbulence, viscous dissipation regions, and different time varying periodic modulations.

Multifractal Detrended Fluctuation Analysis of Human gait Diseases

Directory of Open Access Journals (Sweden)

Srimonti eDutta

2013-10-01

Full Text Available IIn this paper multifractal detrended fluctuation analysis is used to study the human gait time series for normal and diseased sets. It is observed that long range correlation is primarily responsible for the origin of multifractality. The study reveals that the degree of multifractality is more for normal set compared to diseased set. However the method fails to distinguish between the two diseased sets.

Log wavelet leaders cumulant based multifractal analysis of EVI fMRI time series: evidence of scaling in ongoing and evoked brain activity

Energy Technology Data Exchange (ETDEWEB)

Ciuciu, P.; Rabrait, C. [CEA, Neuro Spin, Gif Sur Yvette (France); Abry, P.; Wendt, H. [Ecole Normale Super Lyon, Phys Lab, CNRS, UMR 5672, Lyon (France)

2008-07-01

Classical within-subject analysis in functional magnetic resonance imaging (fMRI) relies on a detection step to localize which parts of the brain are activated by a given stimulus type. This is usually achieved using model-based approaches. Here, we propose an alternative exploratory analysis. The originality of this contribution is twofold. First, we propose a synthetic, consistent, and comparative overview of the various stochastic processes and estimation procedures used to model and analyze scale invariance. Notably, it is explained how multifractal models are more versatile to adjust the scaling properties of fMRI data but require more elaborated analysis procedures. Second, we bring evidence of the existence of actual scaling in fMRI time series that are clearly disentangled from putative superimposed non-stationarities. By nature, scaling analysis requires the use of long enough signals with high frequency sampling rate. To this end, we make use of a localized 3-D echo volume imaging (EVI) technique, which has recently emerged in fMRI because it allows very fast acquisitions of successive brain volumes. High temporal resolution EVI fMRI data have been acquired both in resting state and during a slow event-related visual paradigm. A voxel-based systematic multifractal analysis has been performed over both kinds of data. Combining multifractal attribute estimates together with paired statistical tests, we observe significant scaling parameter changes between ongoing and evoked brain activity, which clearly validate an increase in long memory and suggest a global multi-fractality decrease effect under activation. (authors)

Price-volume multifractal analysis of the Moroccan stock market

Science.gov (United States)

El Alaoui, Marwane

2017-11-01

In this paper, we analyzed price-volume multifractal cross-correlations of Moroccan Stock Exchange. We chose the period from January 1st 2000 to January 20th 2017 to investigate the multifractal behavior of price change and volume change series. Then, we used multifractal detrended cross-correlations analysis method (MF-DCCA) and multifractal detrended fluctuation analysis (MF-DFA) to analyze the series. We computed bivariate generalized Hurst exponent, Rényi exponent and spectrum of singularity for each pair of indices to measure quantitatively cross-correlations. Furthermore, we used detrended cross-correlations coefficient (DCCA) and cross-correlation test (Q(m)) to analyze cross-correlation quantitatively and qualitatively. By analyzing results, we found existence of price-volume multifractal cross-correlations. The spectrum width has a strong multifractal cross-correlation. We remarked that volume change series is anti-persistent when we analyzed the generalized Hurst exponent for all moments q. The cross-correlation test showed the presence of a significant cross-correlation. However, DCCA coefficient had a small positive value, which means that the level of correlation is not very significant. Finally, we analyzed sources of multifractality and their degree of contribution in the series.

Multifractal analysis of managed and independent float exchange rates

Science.gov (United States)

Stošić, Darko; Stošić, Dusan; Stošić, Tatijana; Stanley, H. Eugene

2015-06-01

We investigate multifractal properties of daily price changes in currency rates using the multifractal detrended fluctuation analysis (MF-DFA). We analyze managed and independent floating currency rates in eight countries, and determine the changes in multifractal spectrum when transitioning between the two regimes. We find that after the transition from managed to independent float regime the changes in multifractal spectrum (position of maximum and width) indicate an increase in market efficiency. The observed changes are more pronounced for developed countries that have a well established trading market. After shuffling the series, we find that the multifractality is due to both probability density function and long term correlations for managed float regime, while for independent float regime multifractality is in most cases caused by broad probability density function.

NEW SUNS IN THE COSMOS. III. MULTIFRACTAL SIGNATURE ANALYSIS

Energy Technology Data Exchange (ETDEWEB)

Freitas, D. B. de; Nepomuceno, M. M. F.; Junior, P. R. V. de Moraes; Chagas, M. L. Das; Bravo, J. P.; Costa, A. D.; Martins, B. L. Canto; Medeiros, J. R. De [Departamento de Física, Universidade Federal do Rio Grande do Norte, 59072-970 Natal, RN (Brazil); Lopes, C. E. F. [SUPA Wide-Field Astronomy Unit, Institute for Astronomy, School of Physics and Astronomy, University of Edinburgh, Royal Observatory, Blackford Hill, Edinburgh EH9 3HJ (United Kingdom); Leão, I. C. [European Southern Observatory, Karl-Schwarzschild-Str. 2, D-85748 Garching (Germany)

2016-11-01

In the present paper, we investigate the multifractality signatures in hourly time series extracted from the CoRoT spacecraft database. Our analysis is intended to highlight the possibility that astrophysical time series can be members of a particular class of complex and dynamic processes, which require several photometric variability diagnostics to characterize their structural and topological properties. To achieve this goal, we search for contributions due to a nonlinear temporal correlation and effects caused by heavier tails than the Gaussian distribution, using a detrending moving average algorithm for one-dimensional multifractal signals (MFDMA). We observe that the correlation structure is the main source of multifractality, while heavy-tailed distribution plays a minor role in generating the multifractal effects. Our work also reveals that the rotation period of stars is inherently scaled by the degree of multifractality. As a result, analyzing the multifractal degree of the referred series, we uncover an evolution of multifractality from shorter to larger periods.

Improved moment scaling estimation for multifractal signals

Directory of Open Access Journals (Sweden)

D. Veneziano

2009-11-01

Full Text Available A fundamental problem in the analysis of multifractal processes is to estimate the scaling exponent K(q of moments of different order q from data. Conventional estimators use the empirical moments μ^_r^q=⟨ | ε_r(τ|^q⟩ of wavelet coefficients ε_r(τ, where τ is location and r is resolution. For stationary measures one usually considers "wavelets of order 0" (averages, whereas for functions with multifractal increments one must use wavelets of order at least 1. One obtains K^(q as the slope of log( μ^_r^q against log(r over a range of r. Negative moments are sensitive to measurement noise and quantization. For them, one typically uses only the local maxima of | ε_r(τ| (modulus maxima methods. For the positive moments, we modify the standard estimator K^(q to significantly reduce its variance at the expense of a modest increase in the bias. This is done by separately estimating K(q from sub-records and averaging the results. For the negative moments, we show that the standard modulus maxima estimator is biased and, in the case of additive noise or quantization, is not applicable with wavelets of order 1 or higher. For these cases we propose alternative estimators. We also consider the fitting of parametric models of K(q and show how, by splitting the record into sub-records as indicated above, the accuracy of standard methods can be significantly improved.

Singularity spectra of fractional Brownian motions as a multi-fractal

International Nuclear Information System (INIS)

Kim, T.S.; Kim, S.

2004-01-01

Fractional Brownian motion acts as a random process with statistical self-similarity in time and self-affinity in shape. From these properties, the complicated patterns can be suitably represented by it with a minimal parameter and less memory. By considering its statistical property through the power spectrum density we can see that this process is not stationary, even though its differential motion is stationary. So in this paper, by taking the wavelet transform instead of Fourier transformation we investigate its multi-fractal spectrum as a multi-fractal model

Linearization effect in multifractal analysis: Insights from the Random Energy Model

Science.gov (United States)

Angeletti, Florian; Mézard, Marc; Bertin, Eric; Abry, Patrice

2011-08-01

The analysis of the linearization effect in multifractal analysis, and hence of the estimation of moments for multifractal processes, is revisited borrowing concepts from the statistical physics of disordered systems, notably from the analysis of the so-called Random Energy Model. Considering a standard multifractal process (compound Poisson motion), chosen as a simple representative example, we show the following: (i) the existence of a critical order q∗ beyond which moments, though finite, cannot be estimated through empirical averages, irrespective of the sample size of the observation; (ii) multifractal exponents necessarily behave linearly in q, for q>q∗. Tailoring the analysis conducted for the Random Energy Model to that of Compound Poisson motion, we provide explicative and quantitative predictions for the values of q∗ and for the slope controlling the linear behavior of the multifractal exponents. These quantities are shown to be related only to the definition of the multifractal process and not to depend on the sample size of the observation. Monte Carlo simulations, conducted over a large number of large sample size realizations of compound Poisson motion, comfort and extend these analyses.

Multifractal features of EUA and CER futures markets by using multifractal detrended fluctuation analysis based on empirical model decomposition

International Nuclear Information System (INIS)

Cao, Guangxi; Xu, Wei

2016-01-01

Basing on daily price data of carbon emission rights in futures markets of Certified Emission Reduction (CER) and European Union Allowances (EUA), we analyze the multiscale characteristics of the markets by using empirical mode decomposition (EMD) and multifractal detrended fluctuation analysis (MFDFA) based on EMD. The complexity of the daily returns of CER and EUA futures markets changes with multiple time scales and multilayered features. The two markets also exhibit clear multifractal characteristics and long-range correlation. We employ shuffle and surrogate approaches to analyze the origins of multifractality. The long-range correlations and fat-tail distributions significantly contribute to multifractality. Furthermore, we analyze the influence of high returns on multifractality by using threshold method. The multifractality of the two futures markets is related to the presence of high values of returns in the price series.

Wavelet analysis

CERN Document Server

Cheng, Lizhi; Luo, Yong; Chen, Bo

2014-01-01

This book could be divided into two parts i.e. fundamental wavelet transform theory and method and some important applications of wavelet transform. In the first part, as preliminary knowledge, the Fourier analysis, inner product space, the characteristics of Haar functions, and concepts of multi-resolution analysis, are introduced followed by a description on how to construct wavelet functions both multi-band and multi wavelets, and finally introduces the design of integer wavelets via lifting schemes and its application to integer transform algorithm. In the second part, many applications are discussed in the field of image and signal processing by introducing other wavelet variants such as complex wavelets, ridgelets, and curvelets. Important application examples include image compression, image denoising/restoration, image enhancement, digital watermarking, numerical solution of partial differential equations, and solving ill-conditioned Toeplitz system. The book is intended for senior undergraduate stude...

Multifractal detrended cross-correlation analysis in the MENA area

Science.gov (United States)

El Alaoui, Marwane; Benbachir, Saâd

2013-12-01

In this paper, we investigated multifractal cross-correlations qualitatively and quantitatively using a cross-correlation test and the Multifractal detrended cross-correlation analysis method (MF-DCCA) for markets in the MENA area. We used cross-correlation coefficients to measure the level of this correlation. The analysis concerns four stock market indices of Morocco, Tunisia, Egypt and Jordan. The countries chosen are signatory of the Agadir agreement concerning the establishment of a free trade area comprising Arab Mediterranean countries. We computed the bivariate generalized Hurst exponent, Rényi exponent and spectrum of singularity for each pair of indices to measure quantitatively the cross-correlations. By analyzing the results, we found the existence of multifractal cross-correlations between all of these markets. We compared the spectrum width of these indices; we also found which pair of indices has a strong multifractal cross-correlation.

Multifractal characterization of cerebrovascular dynamics in newborn rats

International Nuclear Information System (INIS)

Pavlov, A.N.; Semyachkina-Glushkovskaya, O.V.; Lychagov, V.V.; Abdurashitov, A.S.; Pavlova, O.N.; Sindeeva, O.A.; Sindeev, S.S.

2015-01-01

In this paper we study the cerebrovascular dynamics in newborn rats using the wavelet-based multifractal formalism in order to reveal effective markers of early pathological changes in the macro- and microcirculation at the hidden stage of the development of intracranial hemorrhage (ICH). We demonstrate that the singularity spectrum estimated with the wavelet-transform modulus maxima (WTMM) technique allows clear characterization of a reduced complexity of blood flow dynamics and changes of the correlation properties at the transformation of normal physiological processes into pathological dynamics that are essentially different at the level of large and small blood vessels

Beyond Fractals and 1/f Noise: Multifractal Analysis of Complex Physiological Time Series

Science.gov (United States)

Ivanov, Plamen Ch.; Amaral, Luis A. N.; Ashkenazy, Yosef; Stanley, H. Eugene; Goldberger, Ary L.; Hausdorff, Jeffrey M.; Yoneyama, Mitsuru; Arai, Kuniharu

2001-03-01

We investigate time series with 1/f-like spectra generated by two physiologic control systems --- the human heartbeat and human gait. We show that physiological fluctuations exhibit unexpected ``hidden'' structures often described by scaling laws. In particular, our studies indicate that when analyzed on different time scales the heartbeat fluctuations exhibit cascades of branching patterns with self-similar (fractal) properties, characterized by long-range power-law anticorrelations. We find that these scaling features change during sleep and wake phases, and with pathological perturbations. Further, by means of a new wavelet-based technique, we find evidence of multifractality in the healthy human heartbeat even under resting conditions, and show that the multifractal character and nonlinear properties of the healthy heart are encoded in the Fourier phases. We uncover a loss of multifractality for a life-threatening condition, congestive heart failure. In contrast to the heartbeat, we find that the interstride interval time series of healthy human gait, a voluntary process under neural regulation, is described by a single fractal dimension (such as classical 1/f noise) indicating monofractal behavior. Thus our approach can help distinguish physiological and physical signals with comparable frequency spectra and two-point correlations, and guide modeling of their control mechanisms.

Multifractals

International Nuclear Information System (INIS)

Amritkar, R.E.; Gupte, N.

1988-09-01

We review the framework set up for the multifractal analysis of self-similar sets. This framework provides a way of extracting the singular structure of the sets analysed and has proven to be useful in a wide variety of physical contexts. We discuss some of the diverse applications of the framework. The framework has also provided the basis for significant advances in the analysis of dynamical systems. We review various developments based on the multifractal framework. These include the thermodynamic formalism, the inverse problem and the framework required for partially self-similar sets. We discuss the consequences of these developments for the analysis of attractors of systems on the border-line of chaos and give an outline of the developing field of the analysis of chaotic attractors. A brief account of other developments like the effect of fluctuations and the renormalization group analysis of multifractals is also provided. (author). 111 refs, 9 figs, 2 tabs

Introduction to multifractal detrended fluctuation analysis in matlab.

Science.gov (United States)

Ihlen, Espen A F

2012-01-01

Fractal structures are found in biomedical time series from a wide range of physiological phenomena. The multifractal spectrum identifies the deviations in fractal structure within time periods with large and small fluctuations. The present tutorial is an introduction to multifractal detrended fluctuation analysis (MFDFA) that estimates the multifractal spectrum of biomedical time series. The tutorial presents MFDFA step-by-step in an interactive Matlab session. All Matlab tools needed are available in Introduction to MFDFA folder at the website www.ntnu.edu/inm/geri/software. MFDFA are introduced in Matlab code boxes where the reader can employ pieces of, or the entire MFDFA to example time series. After introducing MFDFA, the tutorial discusses the best practice of MFDFA in biomedical signal processing. The main aim of the tutorial is to give the reader a simple self-sustained guide to the implementation of MFDFA and interpretation of the resulting multifractal spectra.

Multifractal analysis of Moroccan family business stock returns

Science.gov (United States)

Lahmiri, Salim

2017-11-01

In this paper, long-range temporal correlations at different scales in Moroccan family business stock returns are investigated. For comparison purpose, presence of multifractality is also investigated in Casablanca Stock Exchange (CSE) major indices: MASI which is the all shares index and MADEX which is the index of most liquid shares. It is found that return series of both family business companies and major stock market indices show strong evidence of multifractality. In particular, empirical results reveal that short (long) fluctuations in family business stock returns are less (more) persistent (anti-persistent) than short fluctuations in market indices. In addition, both serial correlation and distribution characteristics significantly influence the strength of the multifractal spectrums of CSE and family business stocks returns. Furthermore, results from multifractal spectrum analysis suggest that family business stocks are less risky. Thus, such differences in price dynamics could be exploited by investors and forecasters in active portfolio management.

Rank-ordered multifractal analysis for intermittent fluctuations with global crossover behavior

International Nuclear Information System (INIS)

Tam, Sunny W. Y.; Chang, Tom; Kintner, Paul M.; Klatt, Eric M.

2010-01-01

The rank-ordered multifractal analysis (ROMA), a recently developed technique that combines the ideas of parametric rank ordering and one-parameter scaling of monofractals, has the capabilities of deciphering the multifractal characteristics of intermittent fluctuations. The method allows one to understand the multifractal properties through rank-ordered scaling or nonscaling parametric variables. The idea of the ROMA technique is applied to analyze the multifractal characteristics of the auroral zone electric-field fluctuations observed by the SIERRA sounding rocket. The observed fluctuations span across contiguous multiple regimes of scales with different multifractal characteristics. We extend the ROMA technique such that it can take into account the crossover behavior - with the possibility of collapsing probability distribution functions - over these contiguous regimes.

Characterizing scaling properties of complex signals with missed data segments using the multifractal analysis

Science.gov (United States)

Pavlov, A. N.; Pavlova, O. N.; Abdurashitov, A. S.; Sindeeva, O. A.; Semyachkina-Glushkovskaya, O. V.; Kurths, J.

2018-01-01

The scaling properties of complex processes may be highly influenced by the presence of various artifacts in experimental recordings. Their removal produces changes in the singularity spectra and the Hölder exponents as compared with the original artifacts-free data, and these changes are significantly different for positively correlated and anti-correlated signals. While signals with power-law correlations are nearly insensitive to the loss of significant parts of data, the removal of fragments of anti-correlated signals is more crucial for further data analysis. In this work, we study the ability of characterizing scaling features of chaotic and stochastic processes with distinct correlation properties using a wavelet-based multifractal analysis, and discuss differences between the effect of missed data for synchronous and asynchronous oscillatory regimes. We show that even an extreme data loss allows characterizing physiological processes such as the cerebral blood flow dynamics.

Multifractal analysis of three-dimensional histogram from color images

International Nuclear Information System (INIS)

Chauveau, Julien; Rousseau, David; Richard, Paul; Chapeau-Blondeau, Francois

2010-01-01

Natural images, especially color or multicomponent images, are complex information-carrying signals. To contribute to the characterization of this complexity, we investigate the possibility of multiscale organization in the colorimetric structure of natural images. This is realized by means of a multifractal analysis applied to the three-dimensional histogram from natural color images. The observed behaviors are confronted to those of reference models with known multifractal properties. We use for this purpose synthetic random images with trivial monofractal behavior, and multidimensional multiplicative cascades known for their actual multifractal behavior. The behaviors observed on natural images exhibit similarities with those of the multifractal multiplicative cascades and display the signature of elaborate multiscale organizations stemming from the histograms of natural color images. This type of characterization of colorimetric properties can be helpful to various tasks of digital image processing, as for instance modeling, classification, indexing.

A multifractal analysis of Asian foreign exchange markets

Science.gov (United States)

Oh, G.; Eom, C.; Havlin, S.; Jung, W.-S.; Wang, F.; Stanley, H. E.; Kim, S.

2012-06-01

We analyze the multifractal spectra of daily foreign exchange rates for Japan, Hong-Kong, Korea, and Thailand with respect to the United States in the period from 1991 until 2005. We find that the return time series show multifractal spectrum features for all four cases. To observe the effect of the Asian currency crisis, we also estimate the multifractal spectra of limited series before and after the crisis. We find that the Korean and Thai foreign exchange markets experienced a significant increase in multifractality compared to Hong-Kong and Japan. We also show that the multifractality is stronger related to the presence of high values of returns in the series.

Multifractal analysis of forest fires in complex regions

Science.gov (United States)

Vega Orozco, C. D.; Kanevski, M.; Golay, J.; Tonini, M.; Conedera, M.

2012-04-01

Forest fires can be studied as point processes where the ignition points represent the set of locations of the observed events in a defined study region. Their spatial and temporal patterns can be characterized by their fractal properties; which quantify the global aspect of the geometry of the support data. However, a monofractal dimension can not completely describe the pattern structure and related scaling properties. Enhancements in fractal theory had developed the multifractal concept which describes the measures from which interlinked fractal sets can be retrieved and characterized by their fractal dimension and singularity strength [1, 2]. The spatial variability of forest fires is conditioned by an intermixture of human, topographic, meteorological and vegetation factors. This heterogeneity makes fire patterns complex scale-invariant processes difficult to be depicted by a single scale. Therefore, this study proposes an exploratory data analysis through a multifractal formalism to characterize and quantify the multiscaling behaviour of the spatial distribution pattern of this phenomenon in a complex region like the Swiss Alps. The studied dataset is represented by 2,401 georeferenced forest fire ignition points in canton Ticino, Switzerland, in a 40-years period from 1969 to 2008. Three multifractal analyses are performed: one assesses the multiscaling behaviour of fire occurrence probability of the support data (raw data) and four random patterns simulated within three different support domains; second analysis studies the multifractal behavior of patterns from anthropogenic and natural ignited fires (arson-, accident- and lightning-caused fires); and third analysis aims at detecting scale-dependency of the size of burned area. To calculate the generalized dimensions, Dq, a generalization of the box counting methods is carried out based on the generalization of Rényi information of the qth order moment of the probability distribution. For q > 0, Dq

Price-volume multifractal analysis and its application in Chinese stock markets

Science.gov (United States)

Yuan, Ying; Zhuang, Xin-tian; Liu, Zhi-ying

2012-06-01

An empirical research on Chinese stock markets is conducted using statistical tools. First, the multifractality of stock price return series, ri(ri=ln(Pt+1)-ln(Pt)) and trading volume variation series, vi(vi=ln(Vt+1)-ln(Vt)) is confirmed using multifractal detrended fluctuation analysis. Furthermore, a multifractal detrended cross-correlation analysis between stock price return and trading volume variation in Chinese stock markets is also conducted. It is shown that the cross relationship between them is also found to be multifractal. Second, the cross-correlation between stock price Pi and trading volume Vi is empirically studied using cross-correlation function and detrended cross-correlation analysis. It is found that both Shanghai stock market and Shenzhen stock market show pronounced long-range cross-correlations between stock price and trading volume. Third, a composite index R based on price and trading volume is introduced. Compared with stock price return series ri and trading volume variation series vi, R variation series not only remain the characteristics of original series but also demonstrate the relative correlation between stock price and trading volume. Finally, we analyze the multifractal characteristics of R variation series before and after three financial events in China (namely, Price Limits, Reform of Non-tradable Shares and financial crisis in 2008) in the whole period of sample to study the changes of stock market fluctuation and financial risk. It is found that the empirical results verified the validity of R.

Fluctuation dynamics in geoelectrical data: an investigation by using multifractal detrended fluctuation analysis

International Nuclear Information System (INIS)

Telesca, Luciano; Colangelo, Gerardo; Lapenna, Vincenzo; Macchiato, Maria

2004-01-01

We analyzed fluctuations in the time dynamics of nonstationary geoelectrical data, recorded in a seismic area of southern Italy, by means of the multifractal detrended fluctuation analysis (MF-DFA). The multifractal character of the signal depends mostly on the different long-range properties for small and large fluctuations. The time variation of indices, denoting the departure from monofractal behaviour, reveals an enhancement of the multifractality of the signal prior seismic occurrences

Multifractal analysis of heartbeat dynamics during meditation training

Science.gov (United States)

Song, Renliang; Bian, Chunhua; Ma, Qianli D. Y.

2013-04-01

We investigate the multifractality of heartbeat dynamics during Chinese CHI meditation in healthy young adults. The results show that the range of multifractal singularity spectrum of heartbeat interval time series during meditation is significantly narrower than those in the pre-meditation state of the same subject, which indicates that during meditation the heartbeat becomes regular and the degree of multifractality decreases.

MFDFA and Lacunarity Analysis of Synthetic Multifractals and Pre-Cancerous Tissues

Science.gov (United States)

Roy, A.; Das, N.; Ghosh, N.

2017-12-01

Multifractal Detrended Fluctuation Analysis (MFDFA) has been employed for evaluating complex variations in the refractive index (RI) of human pre-cancerous tissues. While this was primarily aimed towards the early diagnosis of cancer in the human cervix, question remains whether multifractal analysis alone can be conclusively used for distinguishing between various grades of pre-cancerous tissues. Lacunarity is a parameter that was developed for multiscale analysis of data and has been shown to be theoretically related to the correlation dimension, D2, by dlog(L)/dlog(x) = D2 - 2. Further, research has proven that not only can Lacunarity be used as a preliminary indicator of multifractal behavior but it also distinguishes between images with similar correlation dimension values. In order to compare the efficacy of the two approaches namely, MFDFA and Lacunarity, in distinguishing between pre-cancerous tissues of various grades, we test these techniques on a set of 2-dimensional theoretical random multifractal fields. MFDFA is employed for computing the width of the singularity spectrum f(α), which is a measure of multifractal behavior. A weighted mean of the log-transformed lacunarity values at different scales is employed for differentiating between patterns with the same correlation dimension but differences in texture. The two different techniques are then applied to images containing RI values of biopsy samples from human cervical tissues that were histo-pathologically characterized as grade-I and grade-II pre-cancerous cells. The results show that the two approaches are complementary to one another when it comes to multi-scale analysis of complex natural patterns manifested in the images of such pre-cancerous cells.

Super-Resolution Reconstruction of Remote Sensing Images Using Multifractal Analysis

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Mao-Gui Hu

2009-10-01

Full Text Available Satellite remote sensing (RS is an important contributor to Earth observation, providing various kinds of imagery every day, but low spatial resolution remains a critical bottleneck in a lot of applications, restricting higher spatial resolution analysis (e.g., intraurban. In this study, a multifractal-based super-resolution reconstruction method is proposed to alleviate this problem. The multifractal characteristic is common in Nature. The self-similarity or self-affinity presented in the image is useful to estimate details at larger and smaller scales than the original. We first look for the presence of multifractal characteristics in the images. Then we estimate parameters of the information transfer function and noise of the low resolution image. Finally, a noise-free, spatial resolutionenhanced image is generated by a fractal coding-based denoising and downscaling method. The empirical case shows that the reconstructed super-resolution image performs well indetail enhancement. This method is not only useful for remote sensing in investigating Earth, but also for other images with multifractal characteristics.

An Introduction to Wavelet Theory and Analysis

Energy Technology Data Exchange (ETDEWEB)

Miner, N.E.

1998-10-01

This report reviews the history, theory and mathematics of wavelet analysis. Examination of the Fourier Transform and Short-time Fourier Transform methods provides tiormation about the evolution of the wavelet analysis technique. This overview is intended to provide readers with a basic understanding of wavelet analysis, define common wavelet terminology and describe wavelet amdysis algorithms. The most common algorithms for performing efficient, discrete wavelet transforms for signal analysis and inverse discrete wavelet transforms for signal reconstruction are presented. This report is intended to be approachable by non- mathematicians, although a basic understanding of engineering mathematics is necessary.

Multifractals embedded in short time series: An unbiased estimation of probability moment

Science.gov (United States)

Qiu, Lu; Yang, Tianguang; Yin, Yanhua; Gu, Changgui; Yang, Huijie

2016-12-01

An exact estimation of probability moments is the base for several essential concepts, such as the multifractals, the Tsallis entropy, and the transfer entropy. By means of approximation theory we propose a new method called factorial-moment-based estimation of probability moments. Theoretical prediction and computational results show that it can provide us an unbiased estimation of the probability moments of continuous order. Calculations on probability redistribution model verify that it can extract exactly multifractal behaviors from several hundred recordings. Its powerfulness in monitoring evolution of scaling behaviors is exemplified by two empirical cases, i.e., the gait time series for fast, normal, and slow trials of a healthy volunteer, and the closing price series for Shanghai stock market. By using short time series with several hundred lengths, a comparison with the well-established tools displays significant advantages of its performance over the other methods. The factorial-moment-based estimation can evaluate correctly the scaling behaviors in a scale range about three generations wider than the multifractal detrended fluctuation analysis and the basic estimation. The estimation of partition function given by the wavelet transform modulus maxima has unacceptable fluctuations. Besides the scaling invariance focused in the present paper, the proposed factorial moment of continuous order can find its various uses, such as finding nonextensive behaviors of a complex system and reconstructing the causality relationship network between elements of a complex system.

Wavelets in functional data analysis

CERN Document Server

Morettin, Pedro A; Vidakovic, Brani

2017-01-01

Wavelet-based procedures are key in many areas of statistics, applied mathematics, engineering, and science. This book presents wavelets in functional data analysis, offering a glimpse of problems in which they can be applied, including tumor analysis, functional magnetic resonance and meteorological data. Starting with the Haar wavelet, the authors explore myriad families of wavelets and how they can be used. High-dimensional data visualization (using Andrews' plots), wavelet shrinkage (a simple, yet powerful, procedure for nonparametric models) and a selection of estimation and testing techniques (including a discussion on Stein’s Paradox) make this a highly valuable resource for graduate students and experienced researchers alike.

Multifractal analysis of oceanic chlorophyll maps remotely sensed from space

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L. de Montera

2011-03-01

Full Text Available Phytoplankton patchiness has been investigated with multifractal analysis techniques. We analyzed oceanic chlorophyll maps, measured by the SeaWiFS orbiting sensor, which are considered to be good proxies for phytoplankton. The study area is the Senegalo-Mauritanian upwelling region, because it has a low cloud cover and high chlorophyll concentrations. Multifractal properties are observed, from the sub-mesoscale up to the mesoscale, and are found to be consistent with the Corssin-Obukhov scale law of passive scalars. This result indicates that, in this specific region and within this scale range, turbulent mixing would be the dominant effect leading to the observed variability of phytoplankton fields. Finally, it is shown that multifractal patchiness can be responsible for significant biases in the nonlinear source and sink terms involved in biogeochemical numerical models.

Wavelet analysis for nonstationary signals

International Nuclear Information System (INIS)

Penha, Rosani Maria Libardi da

1999-01-01

Mechanical vibration signals play an important role in anomalies identification resulting of equipment malfunctioning. Traditionally, Fourier spectral analysis is used where the signals are assumed to be stationary. However, occasional transient impulses and start-up process are examples of nonstationary signals that can be found in mechanical vibrations. These signals can provide important information about the equipment condition, as early fault detection. The Fourier analysis can not adequately be applied to nonstationary signals because the results provide data about the frequency composition averaged over the duration of the signal. In this work, two methods for nonstationary signal analysis are used: Short Time Fourier Transform (STFT) and wavelet transform. The STFT is a method of adapting Fourier spectral analysis for nonstationary application to time-frequency domain. To have a unique resolution throughout the entire time-frequency domain is its main limitation. The wavelet transform is a new analysis technique suitable to nonstationary signals, which handles the STFT drawbacks, providing multi-resolution frequency analysis and time localization in a unique time-scale graphic. The multiple frequency resolutions are obtained by scaling (dilatation/compression) the wavelet function. A comparison of the conventional Fourier transform, STFT and wavelet transform is made applying these techniques to: simulated signals, arrangement rotor rig vibration signal and rotate machine vibration signal Hanning window was used to STFT analysis. Daubechies and harmonic wavelets were used to continuos, discrete and multi-resolution wavelet analysis. The results show the Fourier analysis was not able to detect changes in the signal frequencies or discontinuities. The STFT analysis detected the changes in the signal frequencies, but with time-frequency resolution problems. The wavelet continuos and discrete transform demonstrated to be a high efficient tool to detect

Multifractal structure in Latin-American market indices

International Nuclear Information System (INIS)

Zunino, Luciano; Figliola, Alejandra; Tabak, Benjamin M.; Perez, Dario G.; Garavaglia, Mario; Rosso, Osvaldo A.

2009-01-01

We study the multifractal nature of daily price and volatility returns of Latin-American stock markets employing the multifractal detrended fluctuation analysis. Comparing with the results obtained for a developed country (US) we conclude that the multifractality degree is higher for emerging markets. Moreover, we propose a stock market inefficiency ranking by considering the multifractality degree as a measure of inefficiency. Finally, we analyze the sources of multifractality quantifying the contributions of two factors, the long-range correlations of the time series and the broad fat-tail distributions. We find that the multifractal structure of Latin-American market indices can be mainly attributed to the latter.

New trends in applied harmonic analysis sparse representations, compressed sensing, and multifractal analysis

CERN Document Server

Cabrelli, Carlos; Jaffard, Stephane; Molter, Ursula

2016-01-01

This volume is a selection of written notes corresponding to courses taught at the CIMPA School: "New Trends in Applied Harmonic Analysis: Sparse Representations, Compressed Sensing and Multifractal Analysis". New interactions between harmonic analysis and signal and image processing have seen striking development in the last 10 years, and several technological deadlocks have been solved through the resolution of deep theoretical problems in harmonic analysis. New Trends in Applied Harmonic Analysis focuses on two particularly active areas that are representative of such advances: multifractal analysis, and sparse representation and compressed sensing. The contributions are written by leaders in these areas, and covers both theoretical aspects and applications. This work should prove useful not only to PhD students and postdocs in mathematics and signal and image processing, but also to researchers working in related topics.

Multifractal diffusion entropy analysis: Optimal bin width of probability histograms

Science.gov (United States)

Jizba, Petr; Korbel, Jan

2014-11-01

In the framework of Multifractal Diffusion Entropy Analysis we propose a method for choosing an optimal bin-width in histograms generated from underlying probability distributions of interest. The method presented uses techniques of Rényi’s entropy and the mean squared error analysis to discuss the conditions under which the error in the multifractal spectrum estimation is minimal. We illustrate the utility of our approach by focusing on a scaling behavior of financial time series. In particular, we analyze the S&P500 stock index as sampled at a daily rate in the time period 1950-2013. In order to demonstrate a strength of the method proposed we compare the multifractal δ-spectrum for various bin-widths and show the robustness of the method, especially for large values of q. For such values, other methods in use, e.g., those based on moment estimation, tend to fail for heavy-tailed data or data with long correlations. Connection between the δ-spectrum and Rényi’s q parameter is also discussed and elucidated on a simple example of multiscale time series.

Multifractal analysis of vertical profiles of soil penetration resistance at the field scale

Directory of Open Access Journals (Sweden)

G. M. Siqueira

2013-07-01

Full Text Available Soil penetration resistance (PR is widely used as an indirect indicator of soil strength. Soil PR is linked to basic soil properties and correlated to root growth and plant production, and as such it is extensively used as a practical tool for assessing soil compaction and to evaluate the effects of soil management. This study investigates how results from multifractal analysis can quantify key elements of depth-dependent soil PR profiles and how this information can be used at the field scale. We analysed multifractality of 50 PR vertical profiles, measured from 0 to 60 cm depth and randomly located on a 6.5 ha sugar cane field in northeastern Brazil. The scaling property of each profile was typified by singularity, and Rényi spectra estimated by the method of moments. The Hurst exponent was used to parameterize the autocorrelation of the vertical PR data sets. The singularity and Rènyi spectra showed that the vertical PR data sets exhibited a well-defined multifractal structure. Hurst exponent values were close to 1, ranging from 0.944 to 0.988, indicating strong persistence in PR variation with soil depth. Also, the Hurst exponent was negatively and significantly correlated to coefficient of variation (CV, skewness and maximum values of the depth-dependent PR. Multifractal analysis added valuable information to describe the spatial arrangement of depth-dependent penetrometer data sets, which was not taken into account by classical statistical indices. Multifractal parameters were mapped over the experimental field and compared with mean and maximum values of PR. Combination of spatial variability survey and multifractal analysis appear to be useful to manage soil compaction.

Multifractal analysis of vertical profiles of soil penetration resistance at the field scale

Science.gov (United States)

Siqueira, G. M.; Silva, E. F. F.; Montenegro, A. A. A.; Vidal Vázquez, E.; Paz-Ferreiro, J.

2013-07-01

Soil penetration resistance (PR) is widely used as an indirect indicator of soil strength. Soil PR is linked to basic soil properties and correlated to root growth and plant production, and as such it is extensively used as a practical tool for assessing soil compaction and to evaluate the effects of soil management. This study investigates how results from multifractal analysis can quantify key elements of depth-dependent soil PR profiles and how this information can be used at the field scale. We analysed multifractality of 50 PR vertical profiles, measured from 0 to 60 cm depth and randomly located on a 6.5 ha sugar cane field in northeastern Brazil. The scaling property of each profile was typified by singularity, and Rényi spectra estimated by the method of moments. The Hurst exponent was used to parameterize the autocorrelation of the vertical PR data sets. The singularity and Rènyi spectra showed that the vertical PR data sets exhibited a well-defined multifractal structure. Hurst exponent values were close to 1, ranging from 0.944 to 0.988, indicating strong persistence in PR variation with soil depth. Also, the Hurst exponent was negatively and significantly correlated to coefficient of variation (CV), skewness and maximum values of the depth-dependent PR. Multifractal analysis added valuable information to describe the spatial arrangement of depth-dependent penetrometer data sets, which was not taken into account by classical statistical indices. Multifractal parameters were mapped over the experimental field and compared with mean and maximum values of PR. Combination of spatial variability survey and multifractal analysis appear to be useful to manage soil compaction.

Multifractal Analysis of Asian Foreign Exchange Markets and Financial Crisis

Science.gov (United States)

Oh, Gabjin; Kwon, Okyu; Jung, Woo-Sung

2012-02-01

We analyze the multifractal spectra of daily foreign exchange rates for Japan, Hong-Kong, Korea, and Thailand with respect to the United States Dollar from 1991 to 2005. We find that the return time series show multifractal spectrum features for all four cases. To observe the effect of the Asian currency crisis, we also estimate the multifractal spectra of limited series before and after the crisis. We find that the Korean and Thai foreign exchange markets experienced a significant increase in multifractality compared to Hong-Kong and Japan. We also show that the multifractality is stronge related to the presence of high values of returns in the series.

Multifractal spectrum analysis of nonlinear dynamical mechanisms in China’s agricultural futures markets

Science.gov (United States)

Chen, Shu-Peng; He, Ling-Yun

2010-04-01

Based on Partition Function and Multifractal Spectrum Analysis, we investigated the nonlinear dynamical mechanisms in China’s agricultural futures markets, namely, Dalian Commodity Exchange (DCE for short) and Zhengzhou Commodity Exchange (ZCE for short), where nearly all agricultural futures contracts are traded in the two markets. Firstly, we found nontrivial multifractal spectra, which are the empirical evidence of the existence of multifractal features, in 4 representative futures markets in China, that is, Hard Winter wheat (HW for short) and Strong Gluten wheat (SG for short) futures markets from ZCE and Soy Meal (SM for short) futures and Soy Bean No.1 (SB for short) futures markets from DCE. Secondly, by shuffling the original time series, we destroyed the underlying nonlinear temporal correlation; thus, we identified that long-range correlation mechanism constitutes major contributions in the formation in the multifractals of the markets. Thirdly, by tracking the evolution of left- and right-half spectra, we found that there exist critical points, between which there are different behaviors, in the left-half spectra for large price fluctuations; but for the right-hand spectra for small price fluctuations, the width of those increases slowly as the delay t increases in the long run. Finally, the dynamics of large fluctuations is significantly different from that of the small ones, which implies that there exist different underlying mechanisms in the formation of multifractality in the markets. Our main contributions focus on that we not only provided empirical evidence of the existence of multifractal features in China agricultural commodity futures markets; but also we pioneered in investigating the sources of the multifractality in China’s agricultural futures markets in current literature; furthermore, we investigated the nonlinear dynamical mechanisms based on spectrum analysis, which offers us insights into the underlying dynamical mechanisms in

Searching for a multifractal signature of the lake algal proliferation, a multifractal correlation

Science.gov (United States)

Mezemate, Yacine; Tchiguirinskaia, Ioulia; Bonhomme, Celine; Schertzer, Daniel; Lemaire, Bruno Jacques; Vinçon leite, Brigitte; Lovejoy, Shaun

2013-04-01

Green algae proliferations affect water bodies such as the Lake Bourget (France). They are an environmental issue as well as a mater of public health. In the framework of the PROLIPHYC project a system based on temperature and chlorophyll measurements coupled to a lake model was implemented to predict sudden algal blooms. This classical approach relies on the analysis of large scale trends of the measured fields and does not take into account small scale fluctuations. A more innovative approach has been developed by the R2DS PLUMMME project to investigate the correlation between environmental fields across the full range of space-time scales, down to the smallest scale of observations. The first results of the project demonstrate that multi-scaling behaviour of environmental fields, such as temperature and chlorophyll, becomes evident only after the removal of the large-scale data trends that otherwise induce biases to the multifractal parameter estimates. First, a spectral analysis of temperature and chlorophyll data is performed on sub-samples of the time series to investigate the scaling behaviour. The multifractal analysis (Trace Moment, Double Trace Moment) directly applied on each sub-sample shows unsatisfying results on some sub-samples, in particular on those having a strong gradient compared with the amplitude of the fluctuations. Hence, non-stationary and seasonal effects should be first removed from the time series. To put on evidence a good scaling of the analysed data, we choose the Hilbert-Huang transform to de-trend the data. This method has been widely used for different fields (see F.G.Schmitt et al, 2009 for review). After having applied this method, the K(q) function shows that the investigated fields are indeed multifractal and the determination of their multifractal parameters becomes robust. Then, we proceed to a multifractal correlation analysis between the fields. In conclusion, we discuss the prediction of algal blooms based on multifractal

WAVELET ANALYSIS OF ABNORMAL ECGS

Directory of Open Access Journals (Sweden)

Vasudha Nannaparaju

2014-02-01

Full Text Available Detection of the warning signals by the heart can be diagnosed from ECG. An accurate and reliable diagnosis of ECG is very important however which is cumbersome and at times ambiguous in time domain due to the presence of noise. Study of ECG in wavelet domain using both continuous Wavelet transform (CWT and discrete Wavelet transform (DWT, with well known wavelet as well as a wavelet proposed by the authors for this investigation is found to be useful and yields fairly reliable results. In this study, Wavelet analysis of ECGs of Normal, Hypertensive, Diabetic and Cardiac are carried out. The salient feature of the study is that detection of P and T phases in wavelet domain is feasible which are otherwise feeble or absent in raw ECGs.

A Multifractal Detrended Fluctuation Analysis of the Ising Financial Markets Model with Small World Topology

International Nuclear Information System (INIS)

Zhang Ang-Hui; Li Xiao-Wen; Su Gui-Feng; Zhang Yi

2015-01-01

We present a multifractal detrended fluctuation analysis (MFDFA) of the time series of return generated by our recently-proposed Ising financial market model with underlying small world topology. The result of the MFDFA shows that there exists obvious multifractal scaling behavior in produced time series. We compare the MFDFA results for original time series with those for shuffled series, and find that its multifractal nature is due to two factors: broadness of probability density function of the series and different correlations in small- and large-scale fluctuations. This may provide new insight to the problem of the origin of multifractality in financial time series. (paper)

Multifractal detrended Cross Correlation Analysis of Foreign Exchange and SENSEX fluctuation in Indian perspective

Science.gov (United States)

Dutta, Srimonti; Ghosh, Dipak; Chatterjee, Sucharita

2016-12-01

The manuscript studies autocorrelation and cross correlation of SENSEX fluctuations and Forex Exchange Rate in respect to Indian scenario. Multifractal detrended fluctuation analysis (MFDFA) and multifractal detrended cross correlation analysis (MFDXA) were employed to study the correlation between the two series. It was observed that the two series are strongly cross correlated. The change of degree of cross correlation with time was studied and the results are interpreted qualitatively.

Multiscale characterization of pore spaces using multifractals analysis of scanning electronic microscopy images of carbonates

Directory of Open Access Journals (Sweden)

M. S. Jouini

2011-12-01

Full Text Available Pore spaces heterogeneity in carbonates rocks has long been identified as an important factor impacting reservoir productivity. In this paper, we study the heterogeneity of carbonate rocks pore spaces based on the image analysis of scanning electron microscopy (SEM data acquired at various magnifications. Sixty images of twelve carbonate samples from a reservoir in the Middle East were analyzed. First, pore spaces were extracted from SEM images using a segmentation technique based on watershed algorithm. Pores geometries revealed a multifractal behavior at various magnifications from 800x to 12 000x. In addition, the singularity spectrum provided quantitative values that describe the degree of heterogeneity in the carbonates samples. Moreover, for the majority of the analyzed samples, we found low variations (around 5% in the multifractal dimensions for magnifications between 1700x and 12 000x. Finally, these results demonstrate that multifractal analysis could be an appropriate tool for characterizing quantitatively the heterogeneity of carbonate pore spaces geometries. However, our findings show that magnification has an impact on multifractal dimensions, revealing the limit of applicability of multifractal descriptions for these natural structures.

Wavelet analysis and its applications an introduction

CERN Document Server

Yajnik, Archit

2013-01-01

"Wavelet analysis and its applications: an introduction" demonstrates the consequences of Fourier analysis and introduces the concept of wavelet followed by applications lucidly. While dealing with one dimension signals, sometimes they are required to be oversampled. A novel technique of oversampling the digital signal is introduced in this book alongwith necessary illustrations. The technique of feature extraction in the development of optical character recognition software for any natural language alongwith wavelet based feature extraction technique is demonstrated using multiresolution analysis of wavelet in the book.

Multifractal structures for the Russian stock market

Science.gov (United States)

Ikeda, Taro

2018-02-01

In this paper, we apply the multifractal detrended fluctuation analysis (MFDFA) to the Russian stock price returns. To the best of our knowledge, this paper is the first to reveal the multifractal structures for the Russian stock market by financial crises. The contributions of the paper are twofold. (i) Finding the multifractal structures for the Russian stock market. The generalized Hurst exponents estimated become highly-nonlinear to the order of the fluctuation functions. (ii) Computing the multifractality degree according to Zunino et al. (2008). We find that the multifractality degree of the Russian stock market can be categorized within emerging markets, however, the Russian 1998 crisis and the global financial crisis dampen the degree when we consider the order of the polynomial trends in the MFDFA.

Multifractal scaling analysis of autopoisoning reactions over a rough surface

International Nuclear Information System (INIS)

Chaudhari, Ajay; Yan, Ching-Cher Sanders; Lee, S.-L.

2003-01-01

Decay type diffusion-limited reactions (DLR) over a rough surface generated by a random deposition model were performed. To study the effect of the decay profile on the reaction probability distribution (RPD), multifractal scaling analysis has been carried out. The dynamics of these autopoisoning reactions are controlled by the two parameters in the decay function, namely, the initial sticking probability (P ini ) of every site and the decay rate (m). The smaller the decay rate, the narrower is the range of α values in the α-f(α) multifractal spectrum. The results are compared with the earlier work of DLR over a surface of diffusion-limited aggregation (DLA). We also considered here the autopoisoning reactions over a smooth surface for comparing our results, which show clearly how the roughness affects the chemical reactions. The q-τ(q) multifractal curves for the smooth surface are linear whereas those for the rough surface are nonlinear. The range of α values in the case of a rough surface is wider than that of the smooth surface

Investigation of multifractality in the Brazilian stock market

Science.gov (United States)

Maganini, Natália Diniz; Da Silva Filho, Antônio Carlos; Lima, Fabiano Guasti

2018-05-01

Many studies point to a possible new stylized fact for financial time series: the multifractality. Several authors have already detected this characteristic in multiple time series in several countries. With that in mind and based on Multifractal Detrended Fluctuation Analysis (MFDFA) method, this paper analyzes the multifractality in the Brazilian market. This analysis is performed with daily data from IBOVESPA index (Brazilian stock exchange's main index) and other four highly marketable stocks in the Brazilian market (VALE5, ITUB4, BBDC4 and CIEL3), which represent more than 25% of the index composition, making up 1961 observations for each asset in the period from June 26 2009 to May 31 2017. We found that the studied stock prices and Brazilian index are multifractal, but that the multifractality degree is not the same for all the assets. The use of shuffled and surrogated series indicates that for the period and the actions considered the long-range correlations do not strongly influence the multifractality, but the distribution (fat tails) exerts a possible influence on IBOVESPA and CIEL3.

Multi-fractal analysis of highway traffic data

Institute of Scientific and Technical Information of China (English)

Shang Peng-Jian; Shen Jin-Sheng

2007-01-01

The purpose of the present study is to investigate the presence of multi-fractal behaviours in the traffic time series not only by statistical approaches but also by geometrical approaches. The pointwise H(o)lder exponent of a function is calculated by developing an algorithm for the numerical evaluation of H(o)lder exponent of time series. The traffic time series observed on the Beijing Yuquanying highway are analysed. The results from all these methods indicate that the traffic data exhibit the multi-fractal behaviour.

Joint Time-Frequency And Wavelet Analysis - An Introduction

Directory of Open Access Journals (Sweden)

Majkowski Andrzej

2014-12-01

Full Text Available A traditional frequency analysis is not appropriate for observation of properties of non-stationary signals. This stems from the fact that the time resolution is not defined in the Fourier spectrum. Thus, there is a need for methods implementing joint time-frequency analysis (t/f algorithms. Practical aspects of some representative methods of time-frequency analysis, including Short Time Fourier Transform, Gabor Transform, Wigner-Ville Transform and Cone-Shaped Transform are described in this paper. Unfortunately, there is no correlation between the width of the time-frequency window and its frequency content in the t/f analysis. This property is not valid in the case of a wavelet transform. A wavelet is a wave-like oscillation, which forms its own “wavelet window”. Compression of the wavelet narrows the window, and vice versa. Individual wavelet functions are well localized in time and simultaneously in scale (the equivalent of frequency. The wavelet analysis owes its effectiveness to the pyramid algorithm described by Mallat, which enables fast decomposition of a signal into wavelet components.

Wavelet analysis in neurodynamics

International Nuclear Information System (INIS)

Pavlov, Aleksei N; Hramov, Aleksandr E; Koronovskii, Aleksei A; Sitnikova, Evgenija Yu; Makarov, Valeri A; Ovchinnikov, Alexey A

2012-01-01

Results obtained using continuous and discrete wavelet transforms as applied to problems in neurodynamics are reviewed, with the emphasis on the potential of wavelet analysis for decoding signal information from neural systems and networks. The following areas of application are considered: (1) the microscopic dynamics of single cells and intracellular processes, (2) sensory data processing, (3) the group dynamics of neuronal ensembles, and (4) the macrodynamics of rhythmical brain activity (using multichannel EEG recordings). The detection and classification of various oscillatory patterns of brain electrical activity and the development of continuous wavelet-based brain activity monitoring systems are also discussed as possibilities. (reviews of topical problems)

Anti-correlation and multifractal features of Spain electricity spot market

NARCIS (Netherlands)

Norouzzadeh, Payam; Dullaert, W.; Rahmani, Bahareh

2007-01-01

We use multifractal detrended fluctuation analysis (MF-DFA) to numerically investigate correlation, persistence, multifractal properties and scaling behavior of the hourly spot prices for the Spain electricity exchange-Compania O Peradora del Mercado de Electricidad (OMEL). Through multifractal

Gradual multifractal reconstruction of time-series: Formulation of the method and an application to the coupling between stock market indices and their Hölder exponents

Science.gov (United States)

Keylock, Christopher J.

2018-04-01

A technique termed gradual multifractal reconstruction (GMR) is formulated. A continuum is defined from a signal that preserves the pointwise Hölder exponent (multifractal) structure of a signal but randomises the locations of the original data values with respect to this (φ = 0), to the original signal itself(φ = 1). We demonstrate that this continuum may be populated with synthetic time series by undertaking selective randomisation of wavelet phases using a dual-tree complex wavelet transform. That is, the φ = 0 end of the continuum is realised using the recently proposed iterated, amplitude adjusted wavelet transform algorithm (Keylock, 2017) that fully randomises the wavelet phases. This is extended to the GMR formulation by selective phase randomisation depending on whether or not the wavelet coefficient amplitudes exceeds a threshold criterion. An econophysics application of the technique is presented. The relation between the normalised log-returns and their Hölder exponents for the daily returns of eight financial indices are compared. One particularly noticeable result is the change for the two American indices (NASDAQ 100 and S&P 500) from a non-significant to a strongly significant (as determined using GMR) cross-correlation between the returns and their Hölder exponents from before the 2008 crash to afterwards. This is also reflected in the skewness of the phase difference distributions, which exhibit a geographical structure, with Asian markets not exhibiting significant skewness in contrast to those from elsewhere globally.

Correlation and multifractality in climatological time series

International Nuclear Information System (INIS)

Pedron, I T

2010-01-01

Climate can be described by statistical analysis of mean values of atmospheric variables over a period. It is possible to detect correlations in climatological time series and to classify its behavior. In this work the Hurst exponent, which can characterize correlation and persistence in time series, is obtained by using the Detrended Fluctuation Analysis (DFA) method. Data series of temperature, precipitation, humidity, solar radiation, wind speed, maximum squall, atmospheric pressure and randomic series are studied. Furthermore, the multifractality of such series is analyzed applying the Multifractal Detrended Fluctuation Analysis (MF-DFA) method. The results indicate presence of correlation (persistent character) in all climatological series and multifractality as well. A larger set of data, and longer, could provide better results indicating the universality of the exponents.

Daily extreme temperature multifractals in Catalonia (NE Spain)

International Nuclear Information System (INIS)

Burgueño, A.; Lana, X.; Serra, C.; Martínez, M.D.

2014-01-01

The multifractal character of the daily extreme temperatures in Catalonia (NE Spain) is analyzed by means of the multifractal detrended fluctuation analysis (MF-DFA) applied to 65 thermometric records covering years 1950–2004. Although no clear spatial patterns of the multifractal spectrum parameters appear, factor scores deduced from Principal Component analysis indicate some signs of spatial gradients. Additionally, the daily extreme temperature series are classified depending on their complex time behavior, through four multifractal parameters (Hurst exponent, Hölder exponent with maximum spectrum, spectrum asymmetry and spectrum width). As a synthesis of the three last parameters, a basic measure of complexity is proposed through a normalized Complexity Index. Its regional behavior is found to be free of geographical dependences. This index represents a new step towards the description of the daily extreme temperatures complexity.

Daily extreme temperature multifractals in Catalonia (NE Spain)

Energy Technology Data Exchange (ETDEWEB)

Burgueño, A. [Departament d' Astronomia i Meteorologia, Universitat de Barcelona, Barcelona (Spain); Lana, X., E-mail: francisco.javier.lana@upc.edu [Departament de Física i Enginyeria Nuclear, Universitat Politècnica de Catalunya, Barcelona (Spain); Serra, C. [Departament de Física i Enginyeria Nuclear, Universitat Politècnica de Catalunya, Barcelona (Spain); Martínez, M.D. [Departament de Física Aplicada, Universitat Politècnica de Catalunya, Barcelona (Spain)

2014-02-01

The multifractal character of the daily extreme temperatures in Catalonia (NE Spain) is analyzed by means of the multifractal detrended fluctuation analysis (MF-DFA) applied to 65 thermometric records covering years 1950–2004. Although no clear spatial patterns of the multifractal spectrum parameters appear, factor scores deduced from Principal Component analysis indicate some signs of spatial gradients. Additionally, the daily extreme temperature series are classified depending on their complex time behavior, through four multifractal parameters (Hurst exponent, Hölder exponent with maximum spectrum, spectrum asymmetry and spectrum width). As a synthesis of the three last parameters, a basic measure of complexity is proposed through a normalized Complexity Index. Its regional behavior is found to be free of geographical dependences. This index represents a new step towards the description of the daily extreme temperatures complexity.

Wavelet analysis of the nuclear phase space

International Nuclear Information System (INIS)

Jouault, B.; Sebille, F.; De La Mota, V.

1997-01-01

The description of complex systems requires to select and to compact the relevant information. The wavelet theory constitutes an appropriate framework for defining adapted representation bases obtained from a controlled hierarchy of approximations. The optimization of the wavelet analysis depend mainly on the chosen analysis method and wavelet family. Here the analysis of the harmonic oscillator wave function was carried out by considering a Spline bi-orthogonal wavelet base which satisfy the symmetry requirements and can be approximated by simple analytical functions. The goal of this study was to determine a selection criterion allowing to minimize the number of elements considered for an optimal description of the analysed functions. An essential point consists in utilization of the wavelet complementarity and of the scale functions in order to reproduce the oscillating and peripheral parts of the wave functions. The wavelet base representation allows defining a sequence of approximations of the density matrix. Thus, this wavelet representation of the density matrix offers an optimal base for describing both the static nuclear configurations and their time evolution. This information compacting procedure is performed in a controlled manner and preserves the structure of the system wave functions and consequently some of its quantum properties

Multifractal Scaling of Grayscale Patterns: Lacunarity and Correlation Dimension

Science.gov (United States)

Roy, A.; Perfect, E.

2012-12-01

While fractal models can characterize self-similarity in binary fields, comprised solely of 0's and 1's, the concept of multifractals is needed to quantify scaling behavior in non-binary grayscale fields made up of fractional values. Multifractals are characterized by a spectrum of non-integer dimensions, Dq (-∞ < q < +∞) instead of a single fractal dimension. The gliding-box algorithm is sometimes employed to estimate these different dimensions. This algorithm is also commonly used for computing another parameter, lacunarity, L, which characterizes the distribution of gaps or spaces in patterns, fractals, multifractals or otherwise, as a function of scale (or box-size, x). In the case of 2-dimensional multifractal fields, L has been shown to be theoretically related to the correlation dimension, D2, by dlog(L)/dlog(x) = D2 - 2. Therefore, it is hypothesized that lacunarity analysis can help in delineating multifractal behavior in grayscale patterns. In testing this hypothesis, a set of 2-dimensional multifractal grayscale patterns was generated with known D2 values, and then analyzed for lacunarity by employing the gliding-box algorithm. The D2 values computed using this analysis gave a 1:1 relationship with the known D2 values, thus empirically validating the theoretical relationship between L and D2. Lacunarity analysis was further used to evaluate the multifractal nature of natural grayscale images in the form of soil thin sections that had been previously classified as multifractals based on the standard box counting method. The results indicated that lacunarity analysis is a more sensitive indicator of multifractal behavior in natural grayscale patterns than the box counting approach. A weighted mean of the log-transformed lacunarity values at different scales was employed for differentiating between grayscale patterns with various degrees of scale dependent clustering attributes. This new measure, which expresses lacunarity as a single number, should

Multifractal temporally weighted detrended cross-correlation analysis to quantify power-law cross-correlation and its application to stock markets

Science.gov (United States)

Wei, Yun-Lan; Yu, Zu-Guo; Zou, Hai-Long; Anh, Vo

2017-06-01

A new method—multifractal temporally weighted detrended cross-correlation analysis (MF-TWXDFA)—is proposed to investigate multifractal cross-correlations in this paper. This new method is based on multifractal temporally weighted detrended fluctuation analysis and multifractal cross-correlation analysis (MFCCA). An innovation of the method is applying geographically weighted regression to estimate local trends in the nonstationary time series. We also take into consideration the sign of the fluctuations in computing the corresponding detrended cross-covariance function. To test the performance of the MF-TWXDFA algorithm, we apply it and the MFCCA method on simulated and actual series. Numerical tests on artificially simulated series demonstrate that our method can accurately detect long-range cross-correlations for two simultaneously recorded series. To further show the utility of MF-TWXDFA, we apply it on time series from stock markets and find that power-law cross-correlation between stock returns is significantly multifractal. A new coefficient, MF-TWXDFA cross-correlation coefficient, is also defined to quantify the levels of cross-correlation between two time series.

Wavelet analysis in two-dimensional tomography

Science.gov (United States)

Burkovets, Dimitry N.

2002-02-01

The diagnostic possibilities of wavelet-analysis of coherent images of connective tissue in its pathological changes diagnostics. The effectiveness of polarization selection in obtaining wavelet-coefficients' images is also shown. The wavelet structures, characterizing the process of skin psoriasis, bone-tissue osteoporosis have been analyzed. The histological sections of physiological normal and pathologically changed samples of connective tissue of human skin and spongy bone tissue have been analyzed.

Multifractal Analysis of Seismically Induced Soft-Sediment Deformation Structures Imaged by X-Ray Computed Tomography

Science.gov (United States)

Nakashima, Yoshito; Komatsubara, Junko

Unconsolidated soft sediments deform and mix complexly by seismically induced fluidization. Such geological soft-sediment deformation structures (SSDSs) recorded in boring cores were imaged by X-ray computed tomography (CT), which enables visualization of the inhomogeneous spatial distribution of iron-bearing mineral grains as strong X-ray absorbers in the deformed strata. Multifractal analysis was applied to the two-dimensional (2D) CT images with various degrees of deformation and mixing. The results show that the distribution of the iron-bearing mineral grains is multifractal for less deformed/mixed strata and almost monofractal for fully mixed (i.e. almost homogenized) strata. Computer simulations of deformation of real and synthetic digital images were performed using the egg-beater flow model. The simulations successfully reproduced the transformation from the multifractal spectra into almost monofractal spectra (i.e. almost convergence on a single point) with an increase in deformation/mixing intensity. The present study demonstrates that multifractal analysis coupled with X-ray CT and the mixing flow model is useful to quantify the complexity of seismically induced SSDSs, standing as a novel method for the evaluation of cores for seismic risk assessment.

Rank-Ordered Multifractal Analysis (ROMA of probability distributions in fluid turbulence

Directory of Open Access Journals (Sweden)

C. C. Wu

2011-04-01

Full Text Available Rank-Ordered Multifractal Analysis (ROMA was introduced by Chang and Wu (2008 to describe the multifractal characteristic of intermittent events. The procedure provides a natural connection between the rank-ordered spectrum and the idea of one-parameter scaling for monofractals. This technique has successfully been applied to MHD turbulence simulations and turbulence data observed in various space plasmas. In this paper, the technique is applied to the probability distributions in the inertial range of the turbulent fluid flow, as given in the vast Johns Hopkins University (JHU turbulence database. In addition, a new way of finding the continuous ROMA spectrum and the scaled probability distribution function (PDF simultaneously is introduced.

Signal-dependent independent component analysis by tunable mother wavelets

International Nuclear Information System (INIS)

Seo, Kyung Ho

2006-02-01

The objective of this study is to improve the standard independent component analysis when applied to real-world signals. Independent component analysis starts from the assumption that signals from different physical sources are statistically independent. But real-world signals such as EEG, ECG, MEG, and fMRI signals are not statistically independent perfectly. By definition, standard independent component analysis algorithms are not able to estimate statistically dependent sources, that is, when the assumption of independence does not hold. Therefore before independent component analysis, some preprocessing stage is needed. This paper started from simple intuition that wavelet transformed source signals by 'well-tuned' mother wavelet will be simplified sufficiently, and then the source separation will show better results. By the correlation coefficient method, the tuning process between source signal and tunable mother wavelet was executed. Gamma component of raw EEG signal was set to target signal, and wavelet transform was executed by tuned mother wavelet and standard mother wavelets. Simulation results by these wavelets was shown

Cross-Correlations between Energy and Emissions Markets: New Evidence from Fractal and Multifractal Analysis

Directory of Open Access Journals (Sweden)

Gang-Jin Wang

2014-01-01

Full Text Available We supply a new perspective to describe and understand the behavior of cross-correlations between energy and emissions markets. Namely, we investigate cross-correlations between oil and gas (Oil-Gas, oil and CO2 (Oil-CO2, and gas and CO2 (Gas-CO2 based on fractal and multifractal analysis. We focus our study on returns of the oil, gas, and CO2 during the period of April 22, 2005–April 30, 2013. In the empirical analysis, by using the detrended cross-correlation analysis (DCCA method, we find that cross-correlations for Oil-Gas, Oil-CO2, and Gas-CO2 obey a power-law and are weakly persistent. Then, we adopt the method of DCCA cross-correlation coefficient to quantify cross-correlations between energy and emissions markets. The results show that their cross-correlations are diverse at different time scales. Next, based on the multifractal DCCA method, we find that cross-correlated markets have the nonlinear and multifractal nature and that the multifractality strength for three cross-correlated markets is arranged in the order of Gas-CO2 > Oil-Gas > Oil-CO2. Finally, by employing the rolling windows method, which can be used to investigate time-varying cross-correlation scaling exponents, we analyze short-term and long-term market dynamics and find that the recent global financial crisis has a notable influence on short-term and long-term market dynamics.

Texture analysis using Gabor wavelets

Science.gov (United States)

Naghdy, Golshah A.; Wang, Jian; Ogunbona, Philip O.

1996-04-01

Receptive field profiles of simple cells in the visual cortex have been shown to resemble even- symmetric or odd-symmetric Gabor filters. Computational models employed in the analysis of textures have been motivated by two-dimensional Gabor functions arranged in a multi-channel architecture. More recently wavelets have emerged as a powerful tool for non-stationary signal analysis capable of encoding scale-space information efficiently. A multi-resolution implementation in the form of a dyadic decomposition of the signal of interest has been popularized by many researchers. In this paper, Gabor wavelet configured in a 'rosette' fashion is used as a multi-channel filter-bank feature extractor for texture classification. The 'rosette' spans 360 degrees of orientation and covers frequencies from dc. In the proposed algorithm, the texture images are decomposed by the Gabor wavelet configuration and the feature vectors corresponding to the mean of the outputs of the multi-channel filters extracted. A minimum distance classifier is used in the classification procedure. As a comparison the Gabor filter has been used to classify the same texture images from the Brodatz album and the results indicate the superior discriminatory characteristics of the Gabor wavelet. With the test images used it can be concluded that the Gabor wavelet model is a better approximation of the cortical cell receptive field profiles.

Application of Shannon Wavelet Entropy and Shannon Wavelet Packet Entropy in Analysis of Power System Transient Signals

Directory of Open Access Journals (Sweden)

Jikai Chen

2016-12-01

Full Text Available In a power system, the analysis of transient signals is the theoretical basis of fault diagnosis and transient protection theory. Shannon wavelet entropy (SWE and Shannon wavelet packet entropy (SWPE are powerful mathematics tools for transient signal analysis. Combined with the recent achievements regarding SWE and SWPE, their applications are summarized in feature extraction of transient signals and transient fault recognition. For wavelet aliasing at adjacent scale of wavelet decomposition, the impact of wavelet aliasing is analyzed for feature extraction accuracy of SWE and SWPE, and their differences are compared. Meanwhile, the analyses mentioned are verified by partial discharge (PD feature extraction of power cable. Finally, some new ideas and further researches are proposed in the wavelet entropy mechanism, operation speed and how to overcome wavelet aliasing.

Multifractal Detrended Cross-Correlation Analysis of agricultural futures markets

International Nuclear Information System (INIS)

He Lingyun; Chen Shupeng

2011-01-01

Highlights: → We investigated cross-correlations between China's and US agricultural futures markets. → Power-law cross-correlations are found between the geographically far but correlated markets. → Multifractal features are significant in all the markets. → Cross-correlation exponent is less than averaged GHE when q 0. - Abstract: We investigated geographically far but temporally correlated China's and US agricultural futures markets. We found that there exists a power-law cross-correlation between them, and that multifractal features are significant in all the markets. It is very interesting that the geographically far markets show strong cross-correlations and share much of their multifractal structure. Furthermore, we found that for all the agricultural futures markets in our studies, the cross-correlation exponent is less than the averaged generalized Hurst exponents (GHE) when q 0.

From Fourier analysis to wavelets

CERN Document Server

Gomes, Jonas

2015-01-01

This text introduces the basic concepts of function spaces and operators, both from the continuous and discrete viewpoints.  Fourier and Window Fourier Transforms are introduced and used as a guide to arrive at the concept of Wavelet transform.  The fundamental aspects of multiresolution representation, and its importance to function discretization and to the construction of wavelets is also discussed. Emphasis is given on ideas and intuition, avoiding the heavy computations which are usually involved in the study of wavelets.  Readers should have a basic knowledge of linear algebra, calculus, and some familiarity with complex analysis.  Basic knowledge of signal and image processing is desirable. This text originated from a set of notes in Portuguese that the authors wrote for a wavelet course on the Brazilian Mathematical Colloquium in 1997 at IMPA, Rio de Janeiro.

A Smoothing Technique for the Multifractal Analysis of a Medium Voltage Feeders Electric Current

Science.gov (United States)

de Santis, Enrico; Sadeghian, Alireza; Rizzi, Antonello

2017-12-01

The current paper presents a data-driven detrending technique allowing to smooth complex sinusoidal trends from a real-world electric load time series before applying the Detrended Multifractal Fluctuation Analysis (MFDFA). The algorithm we call Smoothed Sort and Cut Fourier Detrending (SSC-FD) is based on a suitable smoothing of high power periodicities operating directly in the Fourier spectrum through a polynomial fitting technique of the DFT. The main aim consists of disambiguating the characteristic slow varying periodicities, that can impair the MFDFA analysis, from the residual signal in order to study its correlation properties. The algorithm performances are evaluated on a simple benchmark test consisting of a persistent series where the Hurst exponent is known, with superimposed ten sinusoidal harmonics. Moreover, the behavior of the algorithm parameters is assessed computing the MFDFA on the well-known sunspot data, whose correlation characteristics are reported in literature. In both cases, the SSC-FD method eliminates the apparent crossover induced by the synthetic and natural periodicities. Results are compared with some existing detrending methods within the MFDFA paradigm. Finally, a study of the multifractal characteristics of the electric load time series detrendended by the SSC-FD algorithm is provided, showing a strong persistent behavior and an appreciable amplitude of the multifractal spectrum that allows to conclude that the series at hand has multifractal characteristics.

Submicron scale tissue multifractal anisotropy in polarized laser light scattering

Science.gov (United States)

Das, Nandan Kumar; Dey, Rajib; Chakraborty, Semanti; Panigrahi, Prasanta K.; Meglinski, Igor; Ghosh, Nirmalya

2018-03-01

The spatial fluctuations of the refractive index within biological tissues exhibit multifractal anisotropy, leaving its signature as a spectral linear diattenuation of scattered polarized light. The multifractal anisotropy has been quantitatively assessed by the processing of relevant Mueller matrix elements in the Fourier domain, utilizing the Born approximation and subsequent multifractal analysis. The differential scaling exponent and width of the singularity spectrum appear to be highly sensitive to the structural multifractal anisotropy at the micron/sub-micron length scales. An immediate practical use of these multifractal anisotropy parameters was explored for non-invasive screening of cervical precancerous alterations ex vivo, with the indication of a strong potential for clinical diagnostic purposes.

Adapted wavelet analysis from theory to software

CERN Document Server

Wickerhauser, Mladen Victor

1994-01-01

This detail-oriented text is intended for engineers and applied mathematicians who must write computer programs to perform wavelet and related analysis on real data. It contains an overview of mathematical prerequisites and proceeds to describe hands-on programming techniques to implement special programs for signal analysis and other applications. From the table of contents: - Mathematical Preliminaries - Programming Techniques - The Discrete Fourier Transform - Local Trigonometric Transforms - Quadrature Filters - The Discrete Wavelet Transform - Wavelet Packets - The Best Basis Algorithm - Multidimensional Library Trees - Time-Frequency Analysis - Some Applications - Solutions to Some of the Exercises - List of Symbols - Quadrature Filter Coefficients

Spatial Characterization of Landscapes through Multifractal Analysis of DEM

Directory of Open Access Journals (Sweden)

P. L. Aguado

2014-01-01

Full Text Available Landscape evolution is driven by abiotic, biotic, and anthropic factors. The interactions among these factors and their influence at different scales create a complex dynamic. Landscapes have been shown to exhibit numerous scaling laws, from Horton’s laws to more sophisticated scaling of heights in topography and river network topology. This scaling and multiscaling analysis has the potential to characterise the landscape in terms of the statistical signature of the measure selected. The study zone is a matrix obtained from a digital elevation model (DEM (map 10 × 10 m, and height 1 m that corresponds to homogeneous region with respect to soil characteristics and climatology known as “Monte El Pardo” although the water level of a reservoir and the topography play a main role on its organization and evolution. We have investigated whether the multifractal analysis of a DEM shows common features that can be used to reveal the underlying patterns and information associated with the landscape of the DEM mapping and studied the influence of the water level of the reservoir on the applied analysis. The results show that the use of the multifractal approach with mean absolute gradient data is a useful tool for analysing the topography represented by the DEM.

Multiscale wavelet representations for mammographic feature analysis

Science.gov (United States)

Laine, Andrew F.; Song, Shuwu

1992-12-01

This paper introduces a novel approach for accomplishing mammographic feature analysis through multiresolution representations. We show that efficient (nonredundant) representations may be identified from digital mammography and used to enhance specific mammographic features within a continuum of scale space. The multiresolution decomposition of wavelet transforms provides a natural hierarchy in which to embed an interactive paradigm for accomplishing scale space feature analysis. Choosing wavelets (or analyzing functions) that are simultaneously localized in both space and frequency, results in a powerful methodology for image analysis. Multiresolution and orientation selectivity, known biological mechanisms in primate vision, are ingrained in wavelet representations and inspire the techniques presented in this paper. Our approach includes local analysis of complete multiscale representations. Mammograms are reconstructed from wavelet coefficients, enhanced by linear, exponential and constant weight functions localized in scale space. By improving the visualization of breast pathology we can improve the changes of early detection of breast cancers (improve quality) while requiring less time to evaluate mammograms for most patients (lower costs).

Classification of Prolapsed Mitral Valve versus Healthy Heart from Phonocardiograms by Multifractal Analysis

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Ana Gavrovska

2013-01-01

Full Text Available Phonocardiography has shown a great potential for developing low-cost computer-aided diagnosis systems for cardiovascular monitoring. So far, most of the work reported regarding cardiosignal analysis using multifractals is oriented towards heartbeat dynamics. This paper represents a step towards automatic detection of one of the most common pathological syndromes, so-called mitral valve prolapse (MVP, using phonocardiograms and multifractal analysis. Subtle features characteristic for MVP in phonocardiograms may be difficult to detect. The approach for revealing such features should be locally based rather than globally based. Nevertheless, if their appearances are specific and frequent, they can affect a multifractal spectrum. This has been the case in our experiment with the click syndrome. Totally, 117 pediatric phonocardiographic recordings (PCGs, 8 seconds long each, obtained from 117 patients were used for PMV automatic detection. We propose a two-step algorithm to distinguish PCGs that belong to children with healthy hearts and children with prolapsed mitral valves (PMVs. Obtained results show high accuracy of the method. We achieved 96.91% accuracy on the dataset (97 recordings. Additionally, 90% accuracy is achieved for the evaluation dataset (20 recordings. Content of the datasets is confirmed by the echocardiographic screening.

A non linear analysis of human gait time series based on multifractal analysis and cross correlations

International Nuclear Information System (INIS)

Munoz-Diosdado, A

2005-01-01

We analyzed databases with gait time series of adults and persons with Parkinson, Huntington and amyotrophic lateral sclerosis (ALS) diseases. We obtained the staircase graphs of accumulated events that can be bounded by a straight line whose slope can be used to distinguish between gait time series from healthy and ill persons. The global Hurst exponent of these series do not show tendencies, we intend that this is because some gait time series have monofractal behavior and others have multifractal behavior so they cannot be characterized with a single Hurst exponent. We calculated the multifractal spectra, obtained the spectra width and found that the spectra of the healthy young persons are almost monofractal. The spectra of ill persons are wider than the spectra of healthy persons. In opposition to the interbeat time series where the pathology implies loss of multifractality, in the gait time series the multifractal behavior emerges with the pathology. Data were collected from healthy and ill subjects as they walked in a roughly circular path and they have sensors in both feet, so we have one time series for the left foot and other for the right foot. First, we analyzed these time series separately, and then we compared both results, with direct comparison and with a cross correlation analysis. We tried to find differences in both time series that can be used as indicators of equilibrium problems

A non linear analysis of human gait time series based on multifractal analysis and cross correlations

Energy Technology Data Exchange (ETDEWEB)

Munoz-Diosdado, A [Department of Mathematics, Unidad Profesional Interdisciplinaria de Biotecnologia, Instituto Politecnico Nacional, Av. Acueducto s/n, 07340, Mexico City (Mexico)

2005-01-01

We analyzed databases with gait time series of adults and persons with Parkinson, Huntington and amyotrophic lateral sclerosis (ALS) diseases. We obtained the staircase graphs of accumulated events that can be bounded by a straight line whose slope can be used to distinguish between gait time series from healthy and ill persons. The global Hurst exponent of these series do not show tendencies, we intend that this is because some gait time series have monofractal behavior and others have multifractal behavior so they cannot be characterized with a single Hurst exponent. We calculated the multifractal spectra, obtained the spectra width and found that the spectra of the healthy young persons are almost monofractal. The spectra of ill persons are wider than the spectra of healthy persons. In opposition to the interbeat time series where the pathology implies loss of multifractality, in the gait time series the multifractal behavior emerges with the pathology. Data were collected from healthy and ill subjects as they walked in a roughly circular path and they have sensors in both feet, so we have one time series for the left foot and other for the right foot. First, we analyzed these time series separately, and then we compared both results, with direct comparison and with a cross correlation analysis. We tried to find differences in both time series that can be used as indicators of equilibrium problems.

Wavelets and Multifractal Analysis

National Research Council Canada - National Science Library

Teich, Malvin C; Lowen, B; Jost, Bradley M; Vibe-Rheymer, Karin; Heneghan, Conor

2004-01-01

.... Because the electrical activity of the human heart is influenced by many physiological mechanisms, electrocardiography has become an invaluable tool for the diagnosis of a variety of pathologies...

Finite-size effect and the components of multifractality in financial volatility

International Nuclear Information System (INIS)

Zhou Weixing

2012-01-01

Highlights: ► The apparent multifractality can be decomposed quantitatively. ► There is a marked finite-size effect in the detection of multifractality. ► The effective multifractality can be further decomposed into two components. ► A time series exhibits effective multifractality only if it possesses nonlinearity. ► The daily DJIA volatility is analyzed as an example. - Abstract: Many financial variables are found to exhibit multifractal nature, which is usually attributed to the influence of temporal correlations and fat-tailedness in the probability distribution (PDF). Based on the partition function approach of multifractal analysis, we show that there is a marked finite-size effect in the detection of multifractality, and the effective multifractality is the apparent multifractality after removing the finite-size effect. We find that the effective multifractality can be further decomposed into two components, the PDF component and the nonlinearity component. Referring to the normal distribution, we can determine the PDF component by comparing the effective multifractality of the original time series and the surrogate data that have a normal distribution and keep the same linear and nonlinear correlations as the original data. We demonstrate our method by taking the daily volatility data of Dow Jones Industrial Average from 26 May 1896 to 27 April 2007 as an example. Extensive numerical experiments show that a time series exhibits effective multifractality only if it possesses nonlinearity and the PDF has an impact on the effective multifractality only when the time series possesses nonlinearity. Our method can also be applied to judge the presence of multifractality and determine its components of multifractal time series in other complex systems.

Determination of key parameters of vector multifractal vector fields

Science.gov (United States)

Schertzer, D. J. M.; Tchiguirinskaia, I.

2017-12-01

For too long time, multifractal analyses and simulations have been restricted to scalar-valued fields (Schertzer and Tchiguirinskaia, 2017a,b). For instance, the wind velocity multifractality has been mostly analysed in terms of scalar structure functions and with the scalar energy flux. This restriction has had the unfortunate consequences that multifractals were applicable to their full extent in geophysics, whereas it has inspired them. Indeed a key question in geophysics is the complexity of the interactions between various fields or they components. Nevertheless, sophisticated methods have been developed to determine the key parameters of scalar valued fields. In this communication, we first present the vector extensions of the universal multifractal analysis techniques to multifractals whose generator belong to a Levy-Clifford algebra (Schertzer and Tchiguirinskaia, 2015). We point out further extensions noting the increased complexity. For instance, the (scalar) index of multifractality becomes a matrice. Schertzer, D. and Tchiguirinskaia, I. (2015) `Multifractal vector fields and stochastic Clifford algebra', Chaos: An Interdisciplinary Journal of Nonlinear Science, 25(12), p. 123127. doi: 10.1063/1.4937364. Schertzer, D. and Tchiguirinskaia, I. (2017) `An Introduction to Multifractals and Scale Symmetry Groups', in Ghanbarian, B. and Hunt, A. (eds) Fractals: Concepts and Applications in Geosciences. CRC Press, p. (in press). Schertzer, D. and Tchiguirinskaia, I. (2017b) `Pandora Box of Multifractals: Barely Open ?', in Tsonis, A. A. (ed.) 30 Years of Nonlinear Dynamics in Geophysics. Berlin: Springer, p. (in press).

Testing for multifractality of Islamic stock markets

Science.gov (United States)

Saâdaoui, Foued

2018-04-01

Studying the power-law scaling of financial time series is a promising area of econophysics, which has often contributed to the understanding of the intricate features of the global markets. In this article, we examine the multifractality of some financial processes and the underlying formation mechanisms in the context of Islamic equity markets. The well-known Multifractal Detrended Fluctuation Analysis (MF-DFA) is used to investigate the self-similar properties of two Dow Jones Islamic Market Indexes (DJIM). The results prove that both indexes exhibit multifractal properties. By discussing the sources of multifractality, we find that they are related to the occurrence of extreme events, long-range dependency of autocorrelations and fat-tailed distribution of returns. These results have several important implications for analysts and decision makers in modeling the dynamics of Islamic markets, thus recommending efficient asset allocation plans to investors dealing with Islamic equity markets.

Abnormal traffic flow data detection based on wavelet analysis

Directory of Open Access Journals (Sweden)

Xiao Qian

2016-01-01

Full Text Available In view of the traffic flow data of non-stationary, the abnormal data detection is difficult.proposed basing on the wavelet analysis and least squares method of abnormal traffic flow data detection in this paper.First using wavelet analysis to make the traffic flow data of high frequency and low frequency component and separation, and then, combined with least square method to find abnormal points in the reconstructed signal data.Wavelet analysis and least square method, the simulation results show that using wavelet analysis of abnormal traffic flow data detection, effectively reduce the detection results of misjudgment rate and false negative rate.

Alternative measure of multifractal content and its application in finance

International Nuclear Information System (INIS)

Grech, Dariusz

2016-01-01

An alternative method for analysis of multifractal properties of time series is provided. We propose a new kind of measure of multifractality strength which takes into account the behavior of multifractal profile of the generalized Hurst exponent h(q) for all moment orders q and is not limited only to the edge values of moment orders describing the scaling properties of smallest and largest fluctuations of a given signal in multifractal detrended fluctuation analysis (MFDFA). The meaning of this new measure is clarified and its performance is investigated for synthetic multifractal data and also for examples of real signals originating from stock markets. We provide also the interpretation of the alternative method following the scaling law that links together the geometric mean value of properly normalized standard q-fluctuation function F"2(q; τ) in MFDFA and the window length τ in which detrending of a signal is performed. We discuss in this context the influence of multifractal bias on the new measure, i.e., the influence of effects which give similar observed features as multiscaling properties however, are not generated by temporal multiscaling autocorrelation in data. It is shown that the proposed alternative measure is robust in some extend to nonstationarity in data. As a result one may avoid problems with interpretation of multifractal profile h(q) encountered in many real nonstationary signals investigated in the standard way.

Multifractal cross-correlations between crude oil and tanker freight rate

Science.gov (United States)

Chen, Feier; Miao, Yuqi; Tian, Kang; Ding, Xiaoxu; Li, Tingyi

2017-05-01

Analysis of crude oil price and tanker freight rate volatility attract more attention as the mechanism is not only the basis of industrialization but also a vital role in economics, especially after the year 2008 when financial crisis notably blew the maritime transportation. In this paper, we studied the cross-correlations between the West Texas International crude oil (WTI) and Baltic Exchange Dirty Tanker Index (BDTI) employing the Multifractal Detrended Cross-Correlation Analysis (MF-DCCA). Empirical results show that the degree of short-term cross-correlation is higher than that in the long term and that the strength of multifractality after financial crisis is larger than that before. Moreover, the components of multifractal spectrum are quantified with the finite-size effect taken into consideration and an improved method in terms of constructing the surrogated time series provided. Numerical results show that the multifractality is generated mostly from the nonlinear and the fat-tailed probability distribution (PDF) part. Also, it is apparent that the PDF part changes a lot after the financial crisis. The research is contributory to risk management by providing various instructions for participants in shipping markets. Our main contribution is that we investigated both the multifractal features and the origin of multifractality and provided confirming evidence of multifractality through numerical results while applying quantitative analysis based on MF-DCCA; furthermore, the research is contributory to risk management since it provides instructions in both economic market and stock market simultaneously. However, constructing the surrogated series in order to obtain consistence seems less convincing which requires further discussion and attempts.

Comparative Multifractal Detrended Fluctuation Analysis of Heavy Ion Interactions at a Few GeV to a Few Hundred GeV

Directory of Open Access Journals (Sweden)

Gopa Bhoumik

2016-01-01

Full Text Available We have studied the multifractality of pion emission process in 16O-AgBr interactions at 2.1 AGeV  and  60 AGeV, 12C-AgBr  and  24Mg-AgBr interactions at 4.5 AGeV, and 32S-AgBr interactions at 200 AGeV using Multifractal Detrended Fluctuation Analysis (MFDFA method which is capable of extracting the actual multifractal property filtering out the average trend of fluctuation. The analysis reveals that the pseudorapidity distribution of the shower particles is multifractal in nature for all the interactions; that is, pion production mechanism has inbuilt multiscale self-similarity property. We have employed MFDFA method for randomly generated events for 32S-AgBr interactions at 200 AGeV. Comparison of expt. results with those obtained from randomly generated data set reveals that the source of multifractality in our data is the presence of long range correlation. Comparing the results obtained from different interactions, it may be concluded that strength of multifractality decreases with projectile mass for the same projectile energy and for a particular projectile it increases with energy. The values of ordinary Hurst exponent suggest that there is long range correlation present in our data for all the interactions.

Multifractal analysis of the Korean agricultural market

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Kim, Hongseok; Oh, Gabjin; Kim, Seunghwan

2011-11-01

We have studied the long-term memory effects of the Korean agricultural market using the detrended fluctuation analysis (DFA) method. In general, the return time series of various financial data, including stock indices, foreign exchange rates, and commodity prices, are uncorrelated in time, while the volatility time series are strongly correlated. However, we found that the return time series of Korean agricultural commodity prices are anti-correlated in time, while the volatility time series are correlated. The n-point correlations of time series were also examined, and it was found that a multifractal structure exists in Korean agricultural market prices.

Multiscale multifractal multiproperty analysis of financial time series based on Rényi entropy

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Yujun, Yang; Jianping, Li; Yimei, Yang

This paper introduces a multiscale multifractal multiproperty analysis based on Rényi entropy (3MPAR) method to analyze short-range and long-range characteristics of financial time series, and then applies this method to the five time series of five properties in four stock indices. Combining the two analysis techniques of Rényi entropy and multifractal detrended fluctuation analysis (MFDFA), the 3MPAR method focuses on the curves of Rényi entropy and generalized Hurst exponent of five properties of four stock time series, which allows us to study more universal and subtle fluctuation characteristics of financial time series. By analyzing the curves of the Rényi entropy and the profiles of the logarithm distribution of MFDFA of five properties of four stock indices, the 3MPAR method shows some fluctuation characteristics of the financial time series and the stock markets. Then, it also shows a richer information of the financial time series by comparing the profile of five properties of four stock indices. In this paper, we not only focus on the multifractality of time series but also the fluctuation characteristics of the financial time series and subtle differences in the time series of different properties. We find that financial time series is far more complex than reported in some research works using one property of time series.

Cross wavelet analysis: significance testing and pitfalls

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D. Maraun

2004-01-01

Full Text Available In this paper, we present a detailed evaluation of cross wavelet analysis of bivariate time series. We develop a statistical test for zero wavelet coherency based on Monte Carlo simulations. If at least one of the two processes considered is Gaussian white noise, an approximative formula for the critical value can be utilized. In a second part, typical pitfalls of wavelet cross spectra and wavelet coherency are discussed. The wavelet cross spectrum appears to be not suitable for significance testing the interrelation between two processes. Instead, one should rather apply wavelet coherency. Furthermore we investigate problems due to multiple testing. Based on these results, we show that coherency between ENSO and NAO is an artefact for most of the time from 1900 to 1995. However, during a distinct period from around 1920 to 1940, significant coherency between the two phenomena occurs.

Multifractal Detrended Fluctuation Analysis of Regional Precipitation Sequences Based on the CEEMDAN-WPT

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Liu, Dong; Cheng, Chen; Fu, Qiang; Liu, Chunlei; Li, Mo; Faiz, Muhammad Abrar; Li, Tianxiao; Khan, Muhammad Imran; Cui, Song

2018-03-01

In this paper, the complete ensemble empirical mode decomposition with the adaptive noise (CEEMDAN) algorithm is introduced into the complexity research of precipitation systems to improve the traditional complexity measure method specific to the mode mixing of the Empirical Mode Decomposition (EMD) and incomplete decomposition of the ensemble empirical mode decomposition (EEMD). We combined the CEEMDAN with the wavelet packet transform (WPT) and multifractal detrended fluctuation analysis (MF-DFA) to create the CEEMDAN-WPT-MFDFA, and used it to measure the complexity of the monthly precipitation sequence of 12 sub-regions in Harbin, Heilongjiang Province, China. The results show that there are significant differences in the monthly precipitation complexity of each sub-region in Harbin. The complexity of the northwest area of Harbin is the lowest and its predictability is the best. The complexity and predictability of the middle and Midwest areas of Harbin are about average. The complexity of the southeast area of Harbin is higher than that of the northwest, middle, and Midwest areas of Harbin and its predictability is worse. The complexity of Shuangcheng is the highest and its predictability is the worst of all the studied sub-regions. We used terrain and human activity as factors to analyze the causes of the complexity of the local precipitation. The results showed that the correlations between the precipitation complexity and terrain are obvious, and the correlations between the precipitation complexity and human influence factors vary. The distribution of the precipitation complexity in this area may be generated by the superposition effect of human activities and natural factors such as terrain, general atmospheric circulation, land and sea location, and ocean currents. To evaluate the stability of the algorithm, the CEEMDAN-WPT-MFDFA was compared with the equal probability coarse graining LZC algorithm, fuzzy entropy, and wavelet entropy. The results show

Processing of pulse oximeter data using discrete wavelet analysis.

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Lee, Seungjoon; Ibey, Bennett L; Xu, Weijian; Wilson, Mark A; Ericson, M Nance; Coté, Gerard L

2005-07-01

A wavelet-based signal processing technique was employed to improve an implantable blood perfusion monitoring system. Data was acquired from both in vitro and in vivo sources: a perfusion model and the proximal jejunum of an adult pig. Results showed that wavelet analysis could isolate perfusion signals from raw, periodic, in vitro data as well as fast Fourier transform (FFT) methods. However, for the quasi-periodic in vivo data segments, wavelet analysis provided more consistent results than the FFT analysis for data segments of 50, 10, and 5 s in length. Wavelet analysis has thus been shown to require less data points for quasi-periodic data than FFT analysis making it a good choice for an indwelling perfusion monitor where power consumption and reaction time are paramount.

A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs

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Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin

2018-05-01

It is generally argued that the solution to a stochastic PDE with multiplicative noise—such as \\dot{u}= 1/2 u''+uξ, where {ξ} denotes space-time white noise—routinely produces exceptionally-large peaks that are "macroscopically multifractal." See, for example, Gibbon and Doering (Arch Ration Mech Anal 177:115-150, 2005), Gibbon and Titi (Proc R Soc A 461:3089-3097, 2005), and Zimmermann et al. (Phys Rev Lett 85(17):3612-3615, 2000). A few years ago, we proved that the spatial peaks of the solution to the mentioned stochastic PDE indeed form a random multifractal in the macroscopic sense of Barlow and Taylor (J Phys A 22(13):2621-2626, 1989; Proc Lond Math Soc (3) 64:125-152, 1992). The main result of the present paper is a proof of a rigorous formulation of the assertion that the spatio-temporal peaks of the solution form infinitely-many different multifractals on infinitely-many different scales, which we sometimes refer to as "stretch factors." A simpler, though still complex, such structure is shown to also exist for the constant-coefficient version of the said stochastic PDE.

A Macroscopic Multifractal Analysis of Parabolic Stochastic PDEs

Science.gov (United States)

Khoshnevisan, Davar; Kim, Kunwoo; Xiao, Yimin

2018-04-01

It is generally argued that the solution to a stochastic PDE with multiplicative noise—such as \\dot{u}= 1/2 u''+uξ, where {ξ} denotes space-time white noise—routinely produces exceptionally-large peaks that are "macroscopically multifractal." See, for example, Gibbon and Doering (Arch Ration Mech Anal 177:115-150, 2005), Gibbon and Titi (Proc R Soc A 461:3089-3097, 2005), and Zimmermann et al. (Phys Rev Lett 85(17):3612-3615, 2000). A few years ago, we proved that the spatial peaks of the solution to the mentioned stochastic PDE indeed form a random multifractal in the macroscopic sense of Barlow and Taylor (J Phys A 22(13):2621-2626, 1989; Proc Lond Math Soc (3) 64:125-152, 1992). The main result of the present paper is a proof of a rigorous formulation of the assertion that the spatio-temporal peaks of the solution form infinitely-many different multifractals on infinitely-many different scales, which we sometimes refer to as "stretch factors." A simpler, though still complex, such structure is shown to also exist for the constant-coefficient version of the said stochastic PDE.

Multifractal in Volatility of Family Business Stocks Listed on Casablanca STOCK Exchange

Science.gov (United States)

Lahmiri, Salim

In this paper, we check for existence of multifractal in volatility of Moroccan family business stock returns and in volatility of Casablanca market index returns based on multifractal detrended fluctuation analysis (MF-DFA) technique. Empirical results show strong evidence of multifractal characteristics in volatility series of both family business stocks and market index. In addition, it is found that small variations in volatility of family business stocks are persistent, whilst small variations in volatility of market index are anti-persistent. However, large variations in family business volatility and market index volatility are both anti-persistent. Furthermore, multifractal spectral analysis based results show strong evidence that volatility in Moroccan family business companies exhibits more multifractality than volatility in the main stock market. These results may provide insightful information for risk managers concerned with family business stocks.

An introduction to random vibrations, spectral & wavelet analysis

CERN Document Server

Newland, D E

2005-01-01

One of the first engineering books to cover wavelet analysis, this classic text describes and illustrates basic theory, with a detailed explanation of the workings of discrete wavelet transforms. Computer algorithms are explained and supported by examples and a set of problems, and an appendix lists ten computer programs for calculating and displaying wavelet transforms.Starting with an introduction to probability distributions and averages, the text examines joint probability distributions, ensemble averages, and correlation; Fourier analysis; spectral density and excitation response relation

The effects of observational correlated noises on multifractal detrended fluctuation analysis

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Gulich, Damián; Zunino, Luciano

2012-08-01

We have numerically investigated the effects that observational correlated noises have on the generalized Hurst exponents, h(q), estimated by using the multifractal generalization of detrended fluctuation analysis (MF-DFA). More precisely, artificially generated stochastic binomial multifractals with increased amount of colored noises were analyzed via MF-DFA. It has been recently shown that for moderate additions of white noise, the generalized Hurst exponents are significantly underestimated for qeffects of additive noise, short- term memory and periodic trends, Physica A 390 (2011) 2480-2490]. In this paper, we have found that h(q) with q≥2 are also affected when correlated noises are considered. This is due to the fact that the spurious correlations influence the scaling behaviors associated to large fluctuations. The results obtained are significant for practical situations, where noises with different correlations are inherently present.

Wavelet Analysis of Ultrasonic Echo Waveform and Application to Nondestructive Evaluation

International Nuclear Information System (INIS)

Park, Ik Keun; Park, Un Su; Ahn, Hyung Keun; Kwun, Sook In; Byeon, Jai Won

2000-01-01

Recently, advanced signal analysis which is called 'time-frequency analysis' has been used widely in nondestructive evaluation applications. Wavelet transform(WT) and Wigner Distribution are the most advanced techniques for processing signals with time-varying spectra. Wavelet analysis method is an attractive technique for evaluation of material characterization nondestructively. Wavelet transform is applied to the time-frequency analysis of ultrasonic echo waveform obtained by an ultrasonic pulse-echo technique. In this study, the feasibility of noise suppression of ultrasonic flaw signal and frequency-dependent ultrasonic group velocity and attenuation coefficient using wavelet analysis of ultrasonic echo waveform have been verified experimentally. The Gabor function is adopted the analyzing wavelet. The wavelet analysis shows that the variations of ultrasonic group velocity and attenuation coefficient due to the change of material characterization can be evaluated at each frequency. Furthermore, to assure the enhancement of detectability and new sizing performance, both computer simulated results and experimental measurements using wavelet signal processing are used to demonstrate the effectiveness of the noise suppression of ultrasonic flaw signal obtained from austenitic stainless steel weld including EDM notch

Multifractal analysis of plasma turbulence in biasing experiments on Castor tokamak

Czech Academy of Sciences Publication Activity Database

Budaev, V.P.; Dufková, Edita; Nanobashvili, S.; Weinzettl, Vladimír; Zajac, Jaromír

2005-01-01

Roč. 55, C (2005), s. 1615-1621 ISSN 0011-4626. [Workshop “Electric Fields, Structures and Relaxation in Edge Plasmas". Tarragona, 5.7.2005-5.7.2005] Institutional research plan: CEZ:AV0Z20430508 Keywords : plasma turbulence * multifractal analysis Subject RIV: BL - Plasma and Gas Discharge Physics Impact factor: 0.360, year: 2005

Multifractal analysis of 2D gray soil images

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González-Torres, Ivan; Losada, Juan Carlos; Heck, Richard; Tarquis, Ana M.

2015-04-01

Soil structure, understood as the spatial arrangement of soil pores, is one of the key factors in soil modelling processes. Geometric properties of individual and interpretation of the morphological parameters of pores can be estimated from thin sections or 3D Computed Tomography images (Tarquis et al., 2003), but there is no satisfactory method to binarized these images and quantify the complexity of their spatial arrangement (Tarquis et al., 2008, Tarquis et al., 2009; Baveye et al., 2010). The objective of this work was to apply a multifractal technique, their singularities (α) and f(α) spectra, to quantify it without applying any threshold (Gónzalez-Torres, 2014). Intact soil samples were collected from four horizons of an Argisol, formed on the Tertiary Barreiras group of formations in Pernambuco state, Brazil (Itapirema Experimental Station). The natural vegetation of the region is tropical, coastal rainforest. From each horizon, showing different porosities and spatial arrangements, three adjacent samples were taken having a set of twelve samples. The intact soil samples were imaged using an EVS (now GE Medical. London, Canada) MS-8 MicroCT scanner with 45 μm pixel-1 resolution (256x256 pixels). Though some samples required paring to fit the 64 mm diameter imaging tubes, field orientation was maintained. References Baveye, P.C., M. Laba, W. Otten, L. Bouckaert, P. Dello, R.R. Goswami, D. Grinev, A. Houston, Yaoping Hu, Jianli Liu, S. Mooney, R. Pajor, S. Sleutel, A. Tarquis, Wei Wang, Qiao Wei, Mehmet Sezgin. Observer-dependent variability of the thresholding step in the quantitative analysis of soil images and X-ray microtomography data. Geoderma, 157, 51-63, 2010. González-Torres, Iván. Theory and application of multifractal analysis methods in images for the study of soil structure. Master thesis, UPM, 2014. Tarquis, A.M., R.J. Heck, J.B. Grau; J. Fabregat, M.E. Sanchez and J.M. Antón. Influence of Thresholding in Mass and Entropy Dimension of 3-D

Multifractals of investor behavior in stock market

Science.gov (United States)

Oh, Gabjin

2017-07-01

In this paper, we analyze the nonlinear properties of investor activity using the multifractal detrended fluctuation analysis (MF-DFA) method. Using the aggregated trading volumes of buying, selling, and normalized net investor trading (NIT) to quantify the characteristics of trader behavior in the KOSPI market, we find that the cumulative distribution functions of all NIT time series, except for individual traders, follow a power-law distribution with an exponent in the range of 2.92 ≤ γ ≤ 3.87. To observe the nonlinear features of investor activity, we also calculate the multifractal spectra for the buyer, seller, and NIT data sets and find that a multifractal structure exists in all of the data, regardless of the investor type studied.

Multifractal structure of multiplicity distributions and negative binomials

International Nuclear Information System (INIS)

Malik, S.; Delhi, Univ.

1997-01-01

The paper presents experimental results of the multifractal structure analysis in proton-emulsion interactions at 800 GeV. The multiplicity moments have a power law dependence on the mean multiplicity in varying bin sizes of pseudorapidity. The values of generalised dimensions are calculated from the slope value. The multifractal characteristics are also examined in the light of negative binomials. The observed multiplicity moments and those derived from the negative-binomial fits agree well with each other. Also the values of D q , both observed and derived from the negative-binomial fits not only decrease with q typifying multifractality but also agree well each other showing consistency with the negative-binomial form

Detection of seismic phases by wavelet transform. Dependence of its performance on wavelet functions; Wavelet henkan ni yoru jishinha no iso kenshutsu. Wavelet ni yoru sai

Energy Technology Data Exchange (ETDEWEB)

Zeng, X; Yamazaki, K [Tokyo Gakugei University, Tokyo (Japan); Oguchi, Y [Hosei University, Tokyo (Japan)

1997-10-22

A study has been performed on wavelet analysis of seismic waves. In the wavelet analysis of seismic waves, there is a possibility that the results according to different wavelet functions may come out with great difference. The study has carried out the following analyses: an analysis of amplitude and phase using wavelet transform which uses wavelet function of Morlet on P- and S-waves generated by natural earthquakes and P-wave generated by an artificial earthquake, and an analysis using continuous wavelet transform, which uses a constitution of complex wavelet function constructed by a completely diagonal scaling function of Daubechies and the wavelet function. As a result, the following matters were made clear: the result of detection of abnormal components or discontinuity depends on the wavelet function; if the Morlet wavelet function is used to properly select angular frequency and scale, equiphase lines in a phase scalogram concentrate on the discontinuity; and the result of applying the complex wavelet function is superior to that of applying the wavelet function of Morlet. 2 refs., 5 figs.

Multifractal analysis of 2001 Mw 7 . 7 Bhuj earthquake sequence in Gujarat, Western India

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Aggarwal, Sandeep Kumar; Pastén, Denisse; Khan, Prosanta Kumar

2017-12-01

The 2001 Mw 7 . 7 Bhuj mainshock seismic sequence in the Kachchh area, occurring during 2001 to 2012, has been analyzed using mono-fractal and multi-fractal dimension spectrum analysis technique. This region was characterized by frequent moderate shocks of Mw ≥ 5 . 0 for more than a decade since the occurrence of 2001 Bhuj earthquake. The present study is therefore important for precursory analysis using this sequence. The selected long-sequence has been investigated first time for completeness magnitude Mc 3.0 using the maximum curvature method. Multi-fractal Dq spectrum (Dq ∼ q) analysis was carried out using effective window-length of 200 earthquakes with a moving window of 20 events overlapped by 180 events. The robustness of the analysis has been tested by considering the magnitude completeness correction term of 0.2 to Mc 3.0 as Mc 3.2 and we have tested the error in the calculus of Dq for each magnitude threshold. On the other hand, the stability of the analysis has been investigated down to the minimum magnitude of Mw ≥ 2 . 6 in the sequence. The analysis shows the multi-fractal dimension spectrum Dq decreases with increasing of clustering of events with time before a moderate magnitude earthquake in the sequence, which alternatively accounts for non-randomness in the spatial distribution of epicenters and its self-organized criticality. Similar behavior is ubiquitous elsewhere around the globe, and warns for proximity of a damaging seismic event in an area. OS: Please confirm math roman or italics in abs.

Multifractal vector fields and stochastic Clifford algebra.

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Schertzer, Daniel; Tchiguirinskaia, Ioulia

2015-12-01

In the mid 1980s, the development of multifractal concepts and techniques was an important breakthrough for complex system analysis and simulation, in particular, in turbulence and hydrology. Multifractals indeed aimed to track and simulate the scaling singularities of the underlying equations instead of relying on numerical, scale truncated simulations or on simplified conceptual models. However, this development has been rather limited to deal with scalar fields, whereas most of the fields of interest are vector-valued or even manifold-valued. We show in this paper that the combination of stable Lévy processes with Clifford algebra is a good candidate to bridge up the present gap between theory and applications. We show that it indeed defines a convenient framework to generate multifractal vector fields, possibly multifractal manifold-valued fields, based on a few fundamental and complementary properties of Lévy processes and Clifford algebra. In particular, the vector structure of these algebra is much more tractable than the manifold structure of symmetry groups while the Lévy stability grants a given statistical universality.

Multifractal vector fields and stochastic Clifford algebra

Energy Technology Data Exchange (ETDEWEB)

Schertzer, Daniel, E-mail: Daniel.Schertzer@enpc.fr; Tchiguirinskaia, Ioulia, E-mail: Ioulia.Tchiguirinskaia@enpc.fr [University Paris-Est, Ecole des Ponts ParisTech, Hydrology Meteorology and Complexity HM& Co, Marne-la-Vallée (France)

2015-12-15

In the mid 1980s, the development of multifractal concepts and techniques was an important breakthrough for complex system analysis and simulation, in particular, in turbulence and hydrology. Multifractals indeed aimed to track and simulate the scaling singularities of the underlying equations instead of relying on numerical, scale truncated simulations or on simplified conceptual models. However, this development has been rather limited to deal with scalar fields, whereas most of the fields of interest are vector-valued or even manifold-valued. We show in this paper that the combination of stable Lévy processes with Clifford algebra is a good candidate to bridge up the present gap between theory and applications. We show that it indeed defines a convenient framework to generate multifractal vector fields, possibly multifractal manifold-valued fields, based on a few fundamental and complementary properties of Lévy processes and Clifford algebra. In particular, the vector structure of these algebra is much more tractable than the manifold structure of symmetry groups while the Lévy stability grants a given statistical universality.

Weyl and Riemann-Liouville multifractional Ornstein-Uhlenbeck processes

International Nuclear Information System (INIS)

Lim, S C; Teo, L P

2007-01-01

This paper considers two new multifractional stochastic processes, namely the Weyl multifractional Ornstein-Uhlenbeck process and the Riemann-Liouville multifractional Ornstein-Uhlenbeck process. Basic properties of these processes such as locally self-similar property and Hausdorff dimension are studied. The relationship between the multifractional Ornstein-Uhlenbeck processes and the corresponding multifractional Brownian motions is established

Distinguishing cognitive state with multifractal complexity of hippocampal interspike interval sequences

Directory of Open Access Journals (Sweden)

Dustin eFetterhoff

2015-09-01

Full Text Available Fractality, represented as self-similar repeating patterns, is ubiquitous in nature and the brain. Dynamic patterns of hippocampal spike trains are known to exhibit multifractal properties during working memory processing; however, it is unclear whether the multifractal properties inherent to hippocampal spike trains reflect active cognitive processing. To examine this possibility, hippocampal neuronal ensembles were recorded from rats before, during and after a spatial working memory task following administration of tetrahydrocannabinol (THC, a memory-impairing component of cannabis. Multifractal detrended fluctuation analysis was performed on hippocampal interspike interval sequences to determine characteristics of monofractal long-range temporal correlations (LRTCs, quantified by the Hurst exponent, and the degree/magnitude of multifractal complexity, quantified by the width of the singularity spectrum. Our results demonstrate that multifractal firing patterns of hippocampal spike trains are a marker of functional memory processing, as they are more complex during the working memory task and significantly reduced following administration of memory impairing THC doses. Conversely, LRTCs are largest during resting state recordings, therefore reflecting different information compared to multifractality. In order to deepen conceptual understanding of multifractal complexity and LRTCs, these measures were compared to classical methods using hippocampal frequency content and firing variability measures. These results showed that LRTCs, multifractality, and theta rhythm represent independent processes, while delta rhythm correlated with multifractality. Taken together, these results provide a novel perspective on memory function by demonstrating that the multifractal nature of spike trains reflects hippocampal microcircuit activity that can be used to detect and quantify cognitive, physiological and pathological states.

Multifractals theory and applications

CERN Document Server

Harte, David

2001-01-01

Although multifractals are rooted in probability, much of the related literature comes from the physics and mathematics arena. Multifractals: Theory and Applications pulls together ideas from both these areas using a language that makes them accessible and useful to statistical scientists. It provides a framework, in particular, for the evaluation of statistical properties of estimates of the Renyi fractal dimensions.The first section provides introductory material and different definitions of a multifractal measure. The author then examines some of the various constructions for describing multifractal measures. Building from the theory of large deviations, he focuses on constructions based on lattice coverings, covering by point-centered spheres, and cascades processes. The final section presents estimators of Renyi dimensions of integer order two and greater and discusses their properties. It also explores various applications of dimension estimation and provides a detailed case study of spatial point patte...

Big data extraction with adaptive wavelet analysis (Presentation Video)

Science.gov (United States)

Qu, Hongya; Chen, Genda; Ni, Yiqing

2015-04-01

Nondestructive evaluation and sensing technology have been increasingly applied to characterize material properties and detect local damage in structures. More often than not, they generate images or data strings that are difficult to see any physical features without novel data extraction techniques. In the literature, popular data analysis techniques include Short-time Fourier Transform, Wavelet Transform, and Hilbert Transform for time efficiency and adaptive recognition. In this study, a new data analysis technique is proposed and developed by introducing an adaptive central frequency of the continuous Morlet wavelet transform so that both high frequency and time resolution can be maintained in a time-frequency window of interest. The new analysis technique is referred to as Adaptive Wavelet Analysis (AWA). This paper will be organized in several sections. In the first section, finite time-frequency resolution limitations in the traditional wavelet transform are introduced. Such limitations would greatly distort the transformed signals with a significant frequency variation with time. In the second section, Short Time Wavelet Transform (STWT), similar to Short Time Fourier Transform (STFT), is defined and developed to overcome such shortcoming of the traditional wavelet transform. In the third section, by utilizing the STWT and a time-variant central frequency of the Morlet wavelet, AWA can adapt the time-frequency resolution requirement to the signal variation over time. Finally, the advantage of the proposed AWA is demonstrated in Section 4 with a ground penetrating radar (GPR) image from a bridge deck, an analytical chirp signal with a large range sinusoidal frequency change over time, the train-induced acceleration responses of the Tsing-Ma Suspension Bridge in Hong Kong, China. The performance of the proposed AWA will be compared with the STFT and traditional wavelet transform.

Analyzing the Cross-Correlation Between Onshore and Offshore RMB Exchange Rates Based on Multifractal Detrended Cross-Correlation Analysis (MF-DCCA)

Science.gov (United States)

Xie, Chi; Zhou, Yingying; Wang, Gangjin; Yan, Xinguo

We use the multifractal detrended cross-correlation analysis (MF-DCCA) method to explore the multifractal behavior of the cross-correlation between exchange rates of onshore RMB (CNY) and offshore RMB (CNH) against US dollar (USD). The empirical data are daily prices of CNY/USD and CNH/USD from May 1, 2012 to February 29, 2016. The results demonstrate that: (i) the cross-correlation between CNY/USD and CNH/USD is persistent and its fluctuation is smaller when the order of fluctuation function is negative than that when the order is positive; (ii) the multifractal behavior of the cross-correlation between CNY/USD and CNH/USD is significant during the sample period; (iii) the dynamic Hurst exponents obtained by the rolling windows analysis show that the cross-correlation is stable when the global economic situation is good and volatile in bad situation; and (iv) the non-normal distribution of original data has a greater effect on the multifractality of the cross-correlation between CNY/USD and CNH/USD than the temporary correlation.

Multifractality, efficiency analysis of Chinese stock market and its cross-correlation with WTI crude oil price

Science.gov (United States)

Zhuang, Xiaoyang; Wei, Yu; Ma, Feng

2015-07-01

In this paper, the multifractality and efficiency degrees of ten important Chinese sectoral indices are evaluated using the methods of MF-DFA and generalized Hurst exponents. The study also scrutinizes the dynamics of the efficiency of Chinese sectoral stock market by the rolling window approach. The overall empirical findings revealed that all the sectoral indices of Chinese stock market exist different degrees of multifractality. The results of different efficiency measures have agreed on that the 300 Materials index is the least efficient index. However, they have a slight diffidence on the most efficient one. The 300 Information Technology, 300 Telecommunication Services and 300 Health Care indices are comparatively efficient. We also investigate the cross-correlations between the ten sectoral indices and WTI crude oil price based on Multifractal Detrended Cross-correlation Analysis. At last, some relevant discussions and implications of the empirical results are presented.

Thermodynamic and multifractal formalism and the Bowen-series map

International Nuclear Information System (INIS)

Rudolph, O.

1994-07-01

In the theory of quantum chaos one studies the semiclassical behaviour of quantum mechanical systems whose corresponding classical counterparts exhibit chaos. These systems are sometimes considered as model systems in the theory of quantum chaos since they are well understood from a mathematical point of view. In this work we study the multifractal formalism for the geodesic flow on surfaces with constant negative curvature. The multifractal analysis of measures has been developed in order to characterize the scaling behaviour of measures on attractors of classical chaotic dynamical systems globally. In order to relate the multifractal formalism with quantities usually considered in the study of the geodesic flow on Riemann surfaces with constant negative curvature, it is necessary to establish the assertions of the multifractal formalism in a mathematically rigorous way. This is achieved with the help of the thermodynamic formalism for hyperbolic dynamical systems developed by Ruelle, Bowen and others. (orig.)

Time-frequency analysis of phonocardiogram signals using wavelet transform: a comparative study.

Science.gov (United States)

Ergen, Burhan; Tatar, Yetkin; Gulcur, Halil Ozcan

2012-01-01

Analysis of phonocardiogram (PCG) signals provides a non-invasive means to determine the abnormalities caused by cardiovascular system pathology. In general, time-frequency representation (TFR) methods are used to study the PCG signal because it is one of the non-stationary bio-signals. The continuous wavelet transform (CWT) is especially suitable for the analysis of non-stationary signals and to obtain the TFR, due to its high resolution, both in time and in frequency and has recently become a favourite tool. It decomposes a signal in terms of elementary contributions called wavelets, which are shifted and dilated copies of a fixed mother wavelet function, and yields a joint TFR. Although the basic characteristics of the wavelets are similar, each type of the wavelets produces a different TFR. In this study, eight real types of the most known wavelets are examined on typical PCG signals indicating heart abnormalities in order to determine the best wavelet to obtain a reliable TFR. For this purpose, the wavelet energy and frequency spectrum estimations based on the CWT and the spectra of the chosen wavelets were compared with the energy distribution and the autoregressive frequency spectra in order to determine the most suitable wavelet. The results show that Morlet wavelet is the most reliable wavelet for the time-frequency analysis of PCG signals.

Research on fault diagnosis for RCP rotor based on wavelet analysis

International Nuclear Information System (INIS)

Chen Zhihui; Xia Hong; Wang Taotao

2008-01-01

Wavelet analysis is with the characteristics of noise reduction and multiscale resolution, and can be used to effectively extract the fault features of the typical failures of the main pumps. Simulink is used to simulate the typical faults: Misalignment Fault, Crackle Fault of rotor, and Initial Bending Fault, then the Wavelet method is used to analyze the vibration signal. The result shows that the extracted fault feature from wavelet analysis can effectively identify the fault signals. The Wavelet analysis is a practical method for the diagnosis of main coolant pump failure, and is with certain value for application and significance. (authors)

Mustiscaling Analysis applied to field Water Content through Distributed Fiber Optic Temperature sensing measurements

Science.gov (United States)

Benitez Buelga, Javier; Rodriguez-Sinobas, Leonor; Sanchez, Raul; Gil, Maria; Tarquis, Ana M.

2014-05-01

Soils can be seen as the result of spatial variation operating over several scales. This observation points to 'variability' as a key soil attribute that should be studied. Soil variability has often been considered to be composed of 'functional' (explained) variations plus random fluctuations or noise. However, the distinction between these two components is scale dependent because increasing the scale of observation almost always reveals structure in the noise. Geostatistical methods and, more recently, multifractal/wavelet techniques have been used to characterize scaling and heterogeneity of soil properties among others coming from complexity science. Multifractal formalism, first proposed by Mandelbrot (1982), is suitable for variables with self-similar distribution on a spatial domain (Kravchenko et al., 2002). Multifractal analysis can provide insight into spatial variability of crop or soil parameters (Vereecken et al., 2007). This technique has been used to characterize the scaling property of a variable measured along a transect as a mass distribution of a statistical measure on a spatial domain of the studied field (Zeleke and Si, 2004). To do this, it divides the transect into a number of self-similar segments. It identifies the differences among the subsets by using a wide range of statistical moments. Wavelets were developed in the 1980s for signal processing, and later introduced to soil science by Lark and Webster (1999). The wavelet transform decomposes a series; whether this be a time series (Whitcher, 1998; Percival and Walden, 2000), or as in our case a series of measurements made along a transect; into components (wavelet coefficients) which describe local variation in the series at different scale (or frequency) intervals, giving up only some resolution in space (Lark et al., 2003, 2004). Wavelet coefficients can be used to estimate scale specific components of variation and correlation. This allows us to see which scales contribute most to

Multifractal analysis of visibility graph-based Ito-related connectivity time series.

Science.gov (United States)

Czechowski, Zbigniew; Lovallo, Michele; Telesca, Luciano

2016-02-01

In this study, we investigate multifractal properties of connectivity time series resulting from the visibility graph applied to normally distributed time series generated by the Ito equations with multiplicative power-law noise. We show that multifractality of the connectivity time series (i.e., the series of numbers of links outgoing any node) increases with the exponent of the power-law noise. The multifractality of the connectivity time series could be due to the width of connectivity degree distribution that can be related to the exit time of the associated Ito time series. Furthermore, the connectivity time series are characterized by persistence, although the original Ito time series are random; this is due to the procedure of visibility graph that, connecting the values of the time series, generates persistence but destroys most of the nonlinear correlations. Moreover, the visibility graph is sensitive for detecting wide "depressions" in input time series.

Framelets and wavelets algorithms, analysis, and applications

CERN Document Server

Han, Bin

2017-01-01

Marking a distinct departure from the perspectives of frame theory and discrete transforms, this book provides a comprehensive mathematical and algorithmic introduction to wavelet theory. As such, it can be used as either a textbook or reference guide. As a textbook for graduate mathematics students and beginning researchers, it offers detailed information on the basic theory of framelets and wavelets, complemented by self-contained elementary proofs, illustrative examples/figures, and supplementary exercises. Further, as an advanced reference guide for experienced researchers and practitioners in mathematics, physics, and engineering, the book addresses in detail a wide range of basic and advanced topics (such as multiwavelets/multiframelets in Sobolev spaces and directional framelets) in wavelet theory, together with systematic mathematical analysis, concrete algorithms, and recent developments in and applications of framelets and wavelets. Lastly, the book can also be used to teach on or study selected spe...

A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices

Science.gov (United States)

Tiwari, Aviral Kumar; Albulescu, Claudiu Tiberiu; Yoon, Seong-Min

2017-10-01

This study challenges the efficient market hypothesis, relying on the Dow Jones sector Exchange-Traded Fund (ETF) indices. For this purpose, we use the generalized Hurst exponent and multifractal detrended fluctuation analysis (MF-DFA) methods, using daily data over the timespan from 2000 to 2015. We compare the sector ETF indices in terms of market efficiency between short- and long-run horizons, small and large fluctuations, and before and after the global financial crisis (GFC). Our findings can be summarized as follows. First, there is clear evidence that the sector ETF markets are multifractal in nature. We also find a crossover in the multifractality of sector ETF market dynamics. Second, the utilities and consumer goods sector ETF markets are more efficient compared with the financial and telecommunications sector ETF markets, in terms of price prediction. Third, there are noteworthy discrepancies in terms of market efficiency, between the short- and long-term horizons. Fourth, the ETF market efficiency is considerably diminished after the global financial crisis.

Wavelet methods in mathematical analysis and engineering

CERN Document Server

Damlamian, Alain

2010-01-01

This book gives a comprehensive overview of both the fundamentals of wavelet analysis and related tools, and of the most active recent developments towards applications. It offers a stateoftheart in several active areas of research where wavelet ideas, or more generally multiresolution ideas have proved particularly effective. The main applications covered are in the numerical analysis of PDEs, and signal and image processing. Recently introduced techniques such as Empirical Mode Decomposition (EMD) and new trends in the recovery of missing data, such as compressed sensing, are also presented.

Multifractional theories: an unconventional review

Energy Technology Data Exchange (ETDEWEB)

Calcagni, Gianluca [Instituto de Estructura de la Materia, CSIC,Serrano 121, 28006 Madrid (Spain)

2017-03-27

We answer to 72 frequently asked questions about theories of multifractional spacetimes. Apart from reviewing and reorganizing what we already know about such theories, we discuss the physical meaning and consequences of the very recent flow-equation theorem on dimensional flow in quantum gravity, in particular its enormous impact on the multifractional paradigm. We will also get new theoretical results about the construction of multifractional derivatives and the symmetries in the yet-unexplored theory T{sub γ}, the resolution of ambiguities in the calculation of the spectral dimension, the relation between the theory T{sub q} with q-derivatives and the theory T{sub γ} with fractional derivatives, the interpretation of complex dimensions in quantum gravity, the frame choice at the quantum level, the physical interpretation of the propagator in T{sub γ} as an infinite superposition of quasiparticle modes, the relation between multifractional theories and quantum gravity, and the issue of renormalization, arguing that power-counting arguments do not capture the exotic properties of extreme UV regimes of multifractional geometry, where T{sub γ} may indeed be renormalizable. A careful discussion of experimental bounds and new constraints are also presented.

Haar wavelets, fluctuations and structure functions: convenient choices for geophysics

Directory of Open Access Journals (Sweden)

S. Lovejoy

2012-09-01

Full Text Available Geophysical processes are typically variable over huge ranges of space-time scales. This has lead to the development of many techniques for decomposing series and fields into fluctuations Δv at well-defined scales. Classically, one defines fluctuations as differences: (Δv_diff = v(x+Δx-v(x and this is adequate for many applications (Δx is the "lag". However, if over a range one has scaling Δv ∝ Δx^H, these difference fluctuations are only adequate when 0 < H < 1. Hence, there is the need for other types of fluctuations. In particular, atmospheric processes in the "macroweather" range ≈10 days to 10–30 yr generally have −1 < H < 0, so that a definition valid over the range −1 < H < 1 would be very useful for atmospheric applications. A general framework for defining fluctuations is wavelets. However, the generality of wavelets often leads to fairly arbitrary choices of "mother wavelet" and the resulting wavelet coefficients may be difficult to interpret. In this paper we argue that a good choice is provided by the (historically first wavelet, the Haar wavelet (Haar, 1910, which is easy to interpret and – if needed – to generalize, yet has rarely been used in geophysics. It is also easy to implement numerically: the Haar fluctuation (Δv_Haar at lag Δx is simply equal to the difference of the mean from x to x+ Δx/2 and from x+Δx/2 to x+Δx. Indeed, we shall see that the interest of the Haar wavelet is this relation to the integrated process rather than its wavelet nature per se.

Using numerical multifractal simulations, we show that it is quite accurate, and we compare and contrast it with another similar technique, detrended fluctuation analysis. We find that, for estimating scaling exponents, the two methods are very similar, yet

Multifractal characterisation and classification of bread crumb digital images

OpenAIRE

Baravalle, Rodrigo Guillermo; Delrieux, Claudio Augusto; Gómez, Juan Carlos

2017-01-01

Adequate models of the bread crumb structure can be critical for understanding flow and transport processes in bread manufacturing, creating synthetic bread crumb images for photo-realistic rendering, evaluating similarities, and establishing quality features of different bread crumb types. In this article, multifractal analysis, employing the multifractal spectrum (MFS), has been applied to study the structure of the bread crumb in four varieties of bread (baguette, sliced, bran, and sandwic...

Forecasting of particulate matter time series using wavelet analysis and wavelet-ARMA/ARIMA model in Taiyuan, China.

Science.gov (United States)

Zhang, Hong; Zhang, Sheng; Wang, Ping; Qin, Yuzhe; Wang, Huifeng

2017-07-01

Particulate matter with aerodynamic diameter below 10 μm (PM 10 ) forecasting is difficult because of the uncertainties in describing the emission and meteorological fields. This paper proposed a wavelet-ARMA/ARIMA model to forecast the short-term series of the PM 10 concentrations. It was evaluated by experiments using a 10-year data set of daily PM 10 concentrations from 4 stations located in Taiyuan, China. The results indicated the following: (1) PM 10 concentrations of Taiyuan had a decreasing trend during 2005 to 2012 but increased in 2013. PM 10 concentrations had an obvious seasonal fluctuation related to coal-fired heating in winter and early spring. (2) Spatial differences among the four stations showed that the PM 10 concentrations in industrial and heavily trafficked areas were higher than those in residential and suburb areas. (3) Wavelet analysis revealed that the trend variation and the changes of the PM 10 concentration of Taiyuan were complicated. (4) The proposed wavelet-ARIMA model could be efficiently and successfully applied to the PM 10 forecasting field. Compared with the traditional ARMA/ARIMA methods, this wavelet-ARMA/ARIMA method could effectively reduce the forecasting error, improve the prediction accuracy, and realize multiple-time-scale prediction. Wavelet analysis can filter noisy signals and identify the variation trend and the fluctuation of the PM 10 time-series data. Wavelet decomposition and reconstruction reduce the nonstationarity of the PM 10 time-series data, and thus improve the accuracy of the prediction. This paper proposed a wavelet-ARMA/ARIMA model to forecast the PM 10 time series. Compared with the traditional ARMA/ARIMA method, this wavelet-ARMA/ARIMA method could effectively reduce the forecasting error, improve the prediction accuracy, and realize multiple-time-scale prediction. The proposed model could be efficiently and successfully applied to the PM 10 forecasting field.

Variability of multifractal parameters in an urban precipitation monitoring network

Science.gov (United States)

Licznar, Paweł; De Michele, Carlo; Dżugaj, Dagmara; Niesobska, Maria

2014-05-01

Precipitation especially over urban areas is considered a highly non-linear process, with wide variability over a broad range of temporal and spatial scales. Despite obvious limitations of rainfall gauges location at urban sites, rainfall monitoring by gauge networks is a standard solution of urban hydrology. Often urban precipitation gauge networks are formed by modern electronic gauges and connected to control units of centralized urban drainage systems. Precipitation data, recorded online through these gauge networks, are used in so called Real-Time-Control (RTC) systems for the development of optimal strategies of urban drainage outflows management. As a matter of fact, the operation of RTC systems is motivated mainly by the urge of reducing the severity of urban floods and combined sewerage overflows, but at the same time, it creates new valuable precipitation data sources. The variability of precipitation process could be achieved by investigating multifractal behavior displayed by the temporal structure of precipitation data. There are multiply scientific communications concerning multifractal properties of point-rainfall data from different worldwide locations. However, very little is known about the close variability of multifractal parameters among closely located gauges, at the distances of single kilometers. Having this in mind, here we assess the variability of multifractal parameters among gauges of the urban precipitation monitoring network in Warsaw, Poland. We base our analysis on the set of 1-minute rainfall time series recorded in the period 2008-2011 by 25 electronic weighing type gauges deployed around the city by the Municipal Water Supply and Sewerage Company in Warsaw as a part of local RTC system. The presence of scale invariance and multifractal properties in the precipitation process was investigated with spectral analysis, functional box counting method and studying the probability distributions and statistical moments of the rainfall

Signal Analysis by New Mother Wavelets

International Nuclear Information System (INIS)

Niu Jinbo; Qi Kaiguo; Fan Hongyi

2009-01-01

Based on the general formula for finding qualified mother wavelets [Opt. Lett. 31 (2006) 407] we make wavelet transforms computed with the newly found mother wavelets (characteristic of the power 2n) for some optical Gaussian pulses, which exhibit the ability to measure frequency of the pulse more precisely and clearly. We also work with complex mother wavelets composed of new real mother wavelets, which offer the ability of obtaining phase information of the pulse as well as amplitude information. The analogy between the behavior of Hermite-Gauss beams and that of new wavelet transforms is noticed. (general)

The Illustrated Wavelet Transform Handbook: Introductory Theory and Applications in Science, Engineering, Medicine and Finance

Energy Technology Data Exchange (ETDEWEB)

Kingsbury, J Ng and N G [Department of Engineering, University of Cambridge, Trumpington Street, Cambridge CB2 1PZ (United Kingdom)

2004-02-06

wavelet. The second half of the chapter groups together miscellaneous points about the discrete wavelet transform, including coefficient manipulation for signal denoising and smoothing, a description of Daubechies' wavelets, the properties of translation invariance and biorthogonality, the two-dimensional discrete wavelet transforms and wavelet packets. The fourth chapter is dedicated to wavelet transform methods in the author's own specialty, fluid mechanics. Beginning with a definition of wavelet-based statistical measures for turbulence, the text proceeds to describe wavelet thresholding in the analysis of fluid flows. The remainder of the chapter describes wavelet analysis of engineering flows, in particular jets, wakes, turbulence and coherent structures, and geophysical flows, including atmospheric and oceanic processes. The fifth chapter describes the application of wavelet methods in various branches of engineering, including machining, materials, dynamics and information engineering. Unlike previous chapters, this (and subsequent) chapters are styled more as literature reviews that describe the findings of other authors. The areas addressed in this chapter include: the monitoring of machining processes, the monitoring of rotating machinery, dynamical systems, chaotic systems, non-destructive testing, surface characterization and data compression. The sixth chapter continues in this vein with the attention now turned to wavelets in the analysis of medical signals. Most of the chapter is devoted to the analysis of one-dimensional signals (electrocardiogram, neural waveforms, acoustic signals etc.), although there is a small section on the analysis of two-dimensional medical images. The seventh and final chapter of the book focuses on the application of wavelets in three seemingly unrelated application areas: fractals, finance and geophysics. The treatment on wavelet methods in fractals focuses on stochastic fractals with a short section on multifractals

Wavelet analysis of MR functional data from the cerebellum

Energy Technology Data Exchange (ETDEWEB)

Karen, Romero Sánchez, E-mail: alphacentauri-hp@hotmail.com, E-mail: marcos-vaquezr@hotmail.com, E-mail: isabeldgg@hotmail.com; Vásquez Reyes Marcos, A., E-mail: alphacentauri-hp@hotmail.com, E-mail: marcos-vaquezr@hotmail.com, E-mail: isabeldgg@hotmail.com; González Gómez Dulce, I., E-mail: alphacentauri-hp@hotmail.com, E-mail: marcos-vaquezr@hotmail.com, E-mail: isabeldgg@hotmail.com; Hernández López, Javier M., E-mail: javierh@fcfm.buap.mx [Faculty of Physics and Mathematics, BUAP, Puebla, Pue (Mexico); Silvia, Hidalgo Tobón, E-mail: shidbon@gmail.com [Infant Hospital of Mexico, Federico Gómez, Mexico DF. Mexico and Physics Department, Universidad Autónoma Metropolitana. Iztapalapa, Mexico DF. (Mexico); Pilar, Dies Suarez, E-mail: pilydies@yahoo.com, E-mail: neurodoc@prodigy.net.mx; Eduardo, Barragán Pérez, E-mail: pilydies@yahoo.com, E-mail: neurodoc@prodigy.net.mx [Infant Hospital of Mexico, Federico Gómez, Mexico DF. (Mexico); Benito, De Celis Alonso, E-mail: benileon@yahoo.com [Faculty of Physics and Mathematics, BUAP, Puebla, Pue. Mexico and Foundation for Development Carlos Sigüenza. Puebla, Pue. (Mexico)

2014-11-07

The main goal of this project was to create a computer algorithm based on wavelet analysis of BOLD signals, which automatically diagnosed ADHD using information from resting state MR experiments. Male right handed volunteers (infants with ages between 7 and 11 years old) were studied and compared with age matched controls. Wavelet analysis, which is a mathematical tool used to decompose time series into elementary constituents and detect hidden information, was applied here to the BOLD signal obtained from the cerebellum 8 region of all our volunteers. Statistical differences between the values of the a parameters of wavelet analysis was found and showed significant differences (p<0.02) between groups. This difference might help in the future to distinguish healthy from ADHD patients and therefore diagnose ADHD.

Wavelet analysis of MR functional data from the cerebellum

International Nuclear Information System (INIS)

Karen, Romero Sánchez; Vásquez Reyes Marcos, A.; González Gómez Dulce, I.; Hernández López, Javier M.; Silvia, Hidalgo Tobón; Pilar, Dies Suarez; Eduardo, Barragán Pérez; Benito, De Celis Alonso

2014-01-01

The main goal of this project was to create a computer algorithm based on wavelet analysis of BOLD signals, which automatically diagnosed ADHD using information from resting state MR experiments. Male right handed volunteers (infants with ages between 7 and 11 years old) were studied and compared with age matched controls. Wavelet analysis, which is a mathematical tool used to decompose time series into elementary constituents and detect hidden information, was applied here to the BOLD signal obtained from the cerebellum 8 region of all our volunteers. Statistical differences between the values of the a parameters of wavelet analysis was found and showed significant differences (p<0.02) between groups. This difference might help in the future to distinguish healthy from ADHD patients and therefore diagnose ADHD

Measuring efficiency of international crude oil markets: A multifractality approach

Science.gov (United States)

Niere, H. M.

2015-01-01

The three major international crude oil markets are treated as complex systems and their multifractal properties are explored. The study covers daily prices of Brent crude, OPEC reference basket and West Texas Intermediate (WTI) crude from January 2, 2003 to January 2, 2014. A multifractal detrended fluctuation analysis (MFDFA) is employed to extract the generalized Hurst exponents in each of the time series. The generalized Hurst exponent is used to measure the degree of multifractality which in turn is used to quantify the efficiency of the three international crude oil markets. To identify whether the source of multifractality is long-range correlations or broad fat-tail distributions, shuffled data and surrogated data corresponding to each of the time series are generated. Shuffled data are obtained by randomizing the order of the price returns data. This will destroy any long-range correlation of the time series. Surrogated data is produced using the Fourier-Detrended Fluctuation Analysis (F-DFA). This is done by randomizing the phases of the price returns data in Fourier space. This will normalize the distribution of the time series. The study found that for the three crude oil markets, there is a strong dependence of the generalized Hurst exponents with respect to the order of fluctuations. This shows that the daily price time series of the markets under study have signs of multifractality. Using the degree of multifractality as a measure of efficiency, the results show that WTI is the most efficient while OPEC is the least efficient market. This implies that OPEC has the highest likelihood to be manipulated among the three markets. This reflects the fact that Brent and WTI is a very competitive market hence, it has a higher level of complexity compared against OPEC, which has a large monopoly power. Comparing with shuffled data and surrogated data, the findings suggest that for all the three crude oil markets, the multifractality is mainly due to long

Multifractal characteristics of multiparticle production in heavy-ion collisions at SPS energies

Science.gov (United States)

Khan, Shaista; Ahmad, Shakeel

Entropy, dimensions and other multifractal characteristics of multiplicity distributions of relativistic charged hadrons produced in ion-ion collisions at SPS energies are investigated. The analysis of the experimental data is carried out in terms of phase space bin-size dependence of multiplicity distributions following the Takagi’s approach. Yet another method is also followed to study the multifractality which, is not related to the bin-width and (or) the detector resolution, rather involves multiplicity distribution of charged particles in full phase space in terms of information entropy and its generalization, Rényi’s order-q information entropy. The findings reveal the presence of multifractal structure — a remarkable property of the fluctuations. Nearly constant values of multifractal specific heat “c” estimated by the two different methods of analysis followed indicate that the parameter “c” may be used as a universal characteristic of the particle production in high energy collisions. The results obtained from the analysis of the experimental data agree well with the predictions of Monte Carlo model AMPT.

Applications of wavelet transforms for nuclear power plant signal analysis

International Nuclear Information System (INIS)

Seker, S.; Turkcan, E.; Upadhyaya, B.R.; Erbay, A.S.

1998-01-01

The safety of Nuclear Power Plants (NPPs) may be enhanced by the timely processing of information derived from multiple process signals from NPPs. The most widely used technique in signal analysis applications is the Fourier transform in the frequency domain to generate power spectral densities (PSD). However, the Fourier transform is global in nature and will obscure any non-stationary signal feature. Lately, a powerful technique called the Wavelet Transform, has been developed. This transform uses certain basis functions for representing the data in an effective manner, with capability for sub-band analysis and providing time-frequency localization as needed. This paper presents a brief overview of wavelets applied to the nuclear industry for signal processing and plant monitoring. The basic theory of Wavelets is also summarized. In order to illustrate the application of wavelet transforms data were acquired from the operating nuclear power plant Borssele in the Netherlands. The experimental data consist of various signals in the power plant and are selected from a stationary power operation. Their frequency characteristics and the mutual relations were investigated using MATLAB signal processing and wavelet toolbox for computing their PSDs and coherence functions by multi-resolution analysis. The results indicate that the sub-band PSD matches with the original signal PSD and enhances the estimation of coherence functions. The Wavelet analysis demonstrates the feasibility of application to stationary signals to provide better estimates in the frequency band of interest as compared to the classical FFT approach. (author)

Thermodynamic and multifractal formalism and the Bowen-series map

International Nuclear Information System (INIS)

Rudolph, O.

1995-01-01

In the theory of quantum chaos one studies the semiclassical behaviour of quantum mechanical systems whose corresponding classical counterparts exhibit chaos. The geodesic motion of a free classical particle on closed Riemann surfaces with constant negative curvature is strongly chaotic. Selberg's theory relates the classical and the quantum mechanical systems. These systems are sometimes considered as model systems in the theory of quantum chaos since they are well understood from a mathematical point of view. In this work we study the multifractal formalism for the geodesic flow on surfaces with constant negative curvature. The multifractal analysis of measures has been developed in order to characterize the scaling behaviour of measures on attractors of classical chaotic dynamical systems globally. In order to relate the multifractal formalism with quantities usually considered in the study of the geodesic flow on Riemann surfaces with constant negative curvature, it is necessary to establish the assertions of the multifractal formalism in a mathematically rigorous way. This is achieved with the help of the thermodynamic formalism for hyperbolic dynamical systems developed by Ruelle, Bowen and others. (orig.)

Signal and image multiresolution analysis

CERN Document Server

Ouahabi, Abdelialil

2012-01-01

Multiresolution analysis using the wavelet transform has received considerable attention in recent years by researchers in various fields. It is a powerful tool for efficiently representing signals and images at multiple levels of detail with many inherent advantages, including compression, level-of-detail display, progressive transmission, level-of-detail editing, filtering, modeling, fractals and multifractals, etc.This book aims to provide a simple formalization and new clarity on multiresolution analysis, rendering accessible obscure techniques, and merging, unifying or completing

Applications of wavelets in morphometric analysis of medical images

Science.gov (United States)

Davatzikos, Christos; Tao, Xiaodong; Shen, Dinggang

2003-11-01

Morphometric analysis of medical images is playing an increasingly important role in understanding brain structure and function, as well as in understanding the way in which these change during development, aging and pathology. This paper presents three wavelet-based methods with related applications in morphometric analysis of magnetic resonance (MR) brain images. The first method handles cases where very limited datasets are available for the training of statistical shape models in the deformable segmentation. The method is capable of capturing a larger range of shape variability than the standard active shape models (ASMs) can, by using the elegant spatial-frequency decomposition of the shape contours provided by wavelet transforms. The second method addresses the difficulty of finding correspondences in anatomical images, which is a key step in shape analysis and deformable registration. The detection of anatomical correspondences is completed by using wavelet-based attribute vectors as morphological signatures of voxels. The third method uses wavelets to characterize the morphological measurements obtained from all voxels in a brain image, and the entire set of wavelet coefficients is further used to build a brain classifier. Since the classification scheme operates in a very-high-dimensional space, it can determine subtle population differences with complex spatial patterns. Experimental results are provided to demonstrate the performance of the proposed methods.

Dual-induced multifractality in online viewing activity

Science.gov (United States)

Qin, Yu-Hao; Zhao, Zhi-Dan; Cai, Shi-Min; Gao, Liang; Stanley, H. Eugene

2018-01-01

Although recent studies have found that the long-term correlations relating to the fat-tailed distribution of inter-event times exist in human activity and that these correlations indicate the presence of fractality, the property of fractality and its origin have not been analyzed. We use both detrended fluctuation analysis and multifractal detrended fluctuation analysis to analyze the time series in online viewing activity separating from Movielens and Netflix. We find long-term correlations at both the individual and communal levels and that the extent of correlation at the individual level is determined by the activity level. These long-term correlations also indicate that there is fractality in the pattern of online viewing. We first find a multifractality that results from the combined effect of the fat-tailed distribution of inter-event times (i.e., the times between successive viewing actions of individuals) and the long-term correlations in online viewing activity and verify this finding using three synthesized series. Therefore, it can be concluded that the multifractality in online viewing activity is caused by both the fat-tailed distribution of inter-event times and the long-term correlations and that this enlarges the generic property of human activity to include not just physical space but also cyberspace.

MULTIFRACTAL STRUCTURE OF CENTRAL AND EASTERN EUROPEAN FOREIGN EXCHANGE MARKETS

Directory of Open Access Journals (Sweden)

Cn#259;pun#351;an Rn#259;zvan

2012-07-01

Full Text Available It is well known that empirical data coming from financial markets, like stock market indices, commodities, interest rates, traded volumes and foreign exchange rates have a multifractal structure. Multifractals were introduced in the field of economics to surpass the shortcomings of classical models like the fractional Brownian motion or GARCH processes. In this paper we investigate the multifractal behavior of Central and Eastern European foreign exchange rates, namely the Czech koruna, Croatian kuna, Hungarian forint, Polish zlot, Romanian leu and Russian rouble with respect to euro from January 13, 2000 to February 29, 2012. The dynamics of exchange rates is of interest for investors and traders, monetary and fiscal authorities, economic agents or policy makers. The exchange rate movements affect the international balance of payments, trade flows, and allocation of the resources in national and international economy. The empirical results from the multifractal detrending fluctuation analysis algorithm show that the six exchange rate series analysed display significant multifractality. Moreover, generating shuffled and surrogate time series, we analyze the sources of multifractality, long-range correlations and heavy-tailed distributions, and we find that this multifractal behavior can be mainly attributed to the latter. Finally, we propose a foreign exchange market inefficiency ranking by considering the multifractality degree as a measure of inefficiency. The regulators, through policy instruments, aim to improve the informational inefficiency of the markets, to reduce the associated risks and to ensure economic stabilization. Evaluation of the degree of information efficiency of foreign exchange markets, for Central and Eastern Europe countries, is important to assess to what extent these countries are prepared for the transition towards fully monetary integration. The weak form efficiency implies that the past exchange rates cannot help to

Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA

International Nuclear Information System (INIS)

Lee, Minhyuk; Song, Jae Wook; Park, Ji Hwan; Chang, Woojin

2017-01-01

Highlights: • ‘Index-based A-MFDFA’ model is proposed to assess the asymmetric multi-fractality. • The asymmetric multi-fractality in the U.S. stock indices are investigated using ‘Index-based’ and ‘Return-based’ A-MFDFA. • The asymmetric feature is more significantly identified by ‘Index-based’ model than ‘return-based’ model. • Source of multi-fractality and time-varying features are analyzed. - Abstract: We detect the asymmetric multi-fractality in the U.S. stock indices based on the asymmetric multi-fractal detrended fluctuation analysis (A-MFDFA). Instead using the conventional return-based approach, we propose the index-based model of A-MFDFA where the trend based on the evolution of stock index rather than stock price return plays a role for evaluating the asymmetric scaling behaviors. The results show that the multi-fractal behaviors of the U.S. stock indices are asymmetric and the index-based model detects the asymmetric multi-fractality better than return-based model. We also discuss the source of multi-fractality and its asymmetry and observe that the multi-fractal asymmetry in the U.S. stock indices has a time-varying feature where the degree of multi-fractality and asymmetry increase during the financial crisis.

Detection of Early Faults in Rotating Machinery Based on Wavelet Analysis

Directory of Open Access Journals (Sweden)

Meng Hee Lim

2013-01-01

Full Text Available This paper explores the application of wavelet analysis for the detection of early changes in rotor dynamics caused by common machinery faults, namely, rotor unbalance and minor blade rubbing conditions. In this paper, the time synchronised wavelet analysis method was formulated and its effectiveness to detect machinery faults at the early stage was evaluated based on signal simulation and experimental study. The proposed method provides a more standardised approach to visualise the current state of rotor dynamics of a rotating machinery by taking into account the effects of time shift, wavelet edge distortion, and system noise suppression. The experimental results showed that this method is able to reveal subtle changes of the vibration signal characteristics in both the frequency content distribution and the amplitude distortion caused by minor rotor unbalance and blade rubbing conditions. Besides, this method also appeared to be an effective tool to diagnose and to discriminate the different types of machinery faults based on the unique pattern of the wavelet contours. This study shows that the proposed wavelet analysis method is promising to reveal machinery faults at early stage as compared to vibration spectrum analysis.

Wavelet analysis of epileptic spikes

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Latka, Miroslaw; Was, Ziemowit; Kozik, Andrzej; West, Bruce J.

2003-05-01

Interictal spikes and sharp waves in human EEG are characteristic signatures of epilepsy. These potentials originate as a result of synchronous pathological discharge of many neurons. The reliable detection of such potentials has been the long standing problem in EEG analysis, especially after long-term monitoring became common in investigation of epileptic patients. The traditional definition of a spike is based on its amplitude, duration, sharpness, and emergence from its background. However, spike detection systems built solely around this definition are not reliable due to the presence of numerous transients and artifacts. We use wavelet transform to analyze the properties of EEG manifestations of epilepsy. We demonstrate that the behavior of wavelet transform of epileptic spikes across scales can constitute the foundation of a relatively simple yet effective detection algorithm.

Wavelet analysis of epileptic spikes

CERN Document Server

Latka, M; Kozik, A; West, B J; Latka, Miroslaw; Was, Ziemowit; Kozik, Andrzej; West, Bruce J.

2003-01-01

Interictal spikes and sharp waves in human EEG are characteristic signatures of epilepsy. These potentials originate as a result of synchronous, pathological discharge of many neurons. The reliable detection of such potentials has been the long standing problem in EEG analysis, especially after long-term monitoring became common in investigation of epileptic patients. The traditional definition of a spike is based on its amplitude, duration, sharpness, and emergence from its background. However, spike detection systems built solely around this definition are not reliable due to the presence of numerous transients and artifacts. We use wavelet transform to analyze the properties of EEG manifestations of epilepsy. We demonstrate that the behavior of wavelet transform of epileptic spikes across scales can constitute the foundation of a relatively simple yet effective detection algorithm.

Multifractal characterization of single wall carbon nanotube thin films surface upon exposure to optical parametric oscillator laser irradiation

International Nuclear Information System (INIS)

Ţălu, Ştefan; Marković, Zoran; Stach, Sebastian; Todorović Marković, B.; Ţălu, Mihai

2014-01-01

This study presents a multifractal approach, obtained with atomic force microscopy analysis, to characterize the structural evolution of single wall carbon nanotube thin films upon exposure to optical parametric oscillator laser irradiation at wavelength of 430 nm. Microstructure and morphological changes of carbon nanotube films deposited on different substrates (mica and TGX grating) were recorded by atomic force microscope. A detailed methodology for surface multifractal characterization, which may be applied for atomic force microscopy data, was presented. Multifractal analysis of surface roughness revealed that carbon nanotube films surface has a multifractal geometry at various magnifications. The generalized dimension D q and the singularity spectrum f(α) provided quantitative values that characterize the local scale properties of carbon nanotube films surface morphology at nanometer scale. Multifractal analysis provides different yet complementary information to that offered by traditional surface statistical parameters.

The Illustrated Wavelet Transform Handbook: Introductory Theory and Applications in Science, Engineering, Medicine and Finance

International Nuclear Information System (INIS)

Kingsbury, J Ng and N G

2004-01-01

wavelet. The second half of the chapter groups together miscellaneous points about the discrete wavelet transform, including coefficient manipulation for signal denoising and smoothing, a description of Daubechies' wavelets, the properties of translation invariance and biorthogonality, the two-dimensional discrete wavelet transforms and wavelet packets. The fourth chapter is dedicated to wavelet transform methods in the author's own specialty, fluid mechanics. Beginning with a definition of wavelet-based statistical measures for turbulence, the text proceeds to describe wavelet thresholding in the analysis of fluid flows. The remainder of the chapter describes wavelet analysis of engineering flows, in particular jets, wakes, turbulence and coherent structures, and geophysical flows, including atmospheric and oceanic processes. The fifth chapter describes the application of wavelet methods in various branches of engineering, including machining, materials, dynamics and information engineering. Unlike previous chapters, this (and subsequent) chapters are styled more as literature reviews that describe the findings of other authors. The areas addressed in this chapter include: the monitoring of machining processes, the monitoring of rotating machinery, dynamical systems, chaotic systems, non-destructive testing, surface characterization and data compression. The sixth chapter continues in this vein with the attention now turned to wavelets in the analysis of medical signals. Most of the chapter is devoted to the analysis of one-dimensional signals (electrocardiogram, neural waveforms, acoustic signals etc.), although there is a small section on the analysis of two-dimensional medical images. The seventh and final chapter of the book focuses on the application of wavelets in three seemingly unrelated application areas: fractals, finance and geophysics. The treatment on wavelet methods in fractals focuses on stochastic fractals with a short section on multifractals. The

Prediction of Hydrophobic Cores of Proteins Using Wavelet Analysis.

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Hirakawa; Kuhara

1997-01-01

Information concerning the secondary structures, flexibility, epitope and hydrophobic regions of amino acid sequences can be extracted by assigning physicochemical indices to each amino acid residue, and information on structure can be derived using the sliding window averaging technique, which is in wide use for smoothing out raw functions. Wavelet analysis has shown great potential and applicability in many fields, such as astronomy, radar, earthquake prediction, and signal or image processing. This approach is efficient for removing noise from various functions. Here we employed wavelet analysis to smooth out a plot assigned to a hydrophobicity index for amino acid sequences. We then used the resulting function to predict hydrophobic cores in globular proteins. We calculated the prediction accuracy for the hydrophobic cores of 88 representative set of proteins. Use of wavelet analysis made feasible the prediction of hydrophobic cores at 6.13% greater accuracy than the sliding window averaging technique.

Influence of urban morphology on total noise pollution: multifractal description.

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Ariza-Villaverde, Ana B; Jiménez-Hornero, Francisco J; Gutiérrez De Ravé, Eduardo

2014-02-15

Exposure to ambient noise levels above 65 dB can cause public health problems. The spatial distribution of this kind of pollution is linked to various elements which make up the urban form, such as construction density, the existence of open spaces and the shape and physical position of buildings. Since urban morphology displays multifractal behaviour, the present research studies for the first time the relationship between total noise pollution and urban features, such as street width and building height by means of a joint multifractal spectrum in two neighbourhoods of the city of Cordoba (Andalusia, Spain). According to the results, the joint multifractal spectrum reveals a positive correlation between the total noise pollution and the street width to building height ratio, this being more evident when urban morphology is regular. The information provided by the multifractal analysis completes the description obtained by using urban indexes and landscape metrics and might be useful for urban planning once the linkage between both frameworks has been done. Copyright © 2013 Elsevier B.V. All rights reserved.

Analysis on Behaviour of Wavelet Coefficient during Fault Occurrence in Transformer

Science.gov (United States)

Sreewirote, Bancha; Ngaopitakkul, Atthapol

2018-03-01

The protection system for transformer has play significant role in avoiding severe damage to equipment when disturbance occur and ensure overall system reliability. One of the methodology that widely used in protection scheme and algorithm is discrete wavelet transform. However, characteristic of coefficient under fault condition must be analyzed to ensure its effectiveness. So, this paper proposed study and analysis on wavelet coefficient characteristic when fault occur in transformer in both high- and low-frequency component from discrete wavelet transform. The effect of internal and external fault on wavelet coefficient of both fault and normal phase has been taken into consideration. The fault signal has been simulate using transmission connected to transformer experimental setup on laboratory level that modelled after actual system. The result in term of wavelet coefficient shown a clearly differentiate between wavelet characteristic in both high and low frequency component that can be used to further design and improve detection and classification algorithm that based on discrete wavelet transform methodology in the future.

Diffusion and scattering in multifractal clouds

Energy Technology Data Exchange (ETDEWEB)

Lovejoy, S. [McGill Univ., Montreal, Quebec (Canada); Schertzer, D. [Universite Pierre et Marie Curie, Paris (France); Waston, B. [St. Lawrence Univ., Canton, NY (United States)] [and others

1996-04-01

This paper describes investigations of radiative properties of multifractal clouds using two different approaches. In the first, diffusion is considered by examining the scaling properties of one dimensional random walks on media with multifractal diffusivities. The second approach considers the scattering statistics associated with radiative transport.

Rate-distortion analysis of directional wavelets.

Science.gov (United States)

Maleki, Arian; Rajaei, Boshra; Pourreza, Hamid Reza

2012-02-01

The inefficiency of separable wavelets in representing smooth edges has led to a great interest in the study of new 2-D transformations. The most popular criterion for analyzing these transformations is the approximation power. Transformations with near-optimal approximation power are useful in many applications such as denoising and enhancement. However, they are not necessarily good for compression. Therefore, most of the nearly optimal transformations such as curvelets and contourlets have not found any application in image compression yet. One of the most promising schemes for image compression is the elegant idea of directional wavelets (DIWs). While these algorithms outperform the state-of-the-art image coders in practice, our theoretical understanding of them is very limited. In this paper, we adopt the notion of rate-distortion and calculate the performance of the DIW on a class of edge-like images. Our theoretical analysis shows that if the edges are not "sharp," the DIW will compress them more efficiently than the separable wavelets. It also demonstrates the inefficiency of the quadtree partitioning that is often used with the DIW. To solve this issue, we propose a new partitioning scheme called megaquad partitioning. Our simulation results on real-world images confirm the benefits of the proposed partitioning algorithm, promised by our theoretical analysis. © 2011 IEEE

Multifractal Conceptualisation of Hydro-Meteorological Extremes

Science.gov (United States)

Tchiguirinskaia, I.; Schertzer, D.; Lovejoy, S.

2009-04-01

Hydrology and more generally sciences involved in water resources management, technological or operational developments face a fundamental difficulty: the extreme variability of hydro-meteorological fields. It clearly appears today that this variability is a function of the observation scale and yield hydro-meteorological hazards. Throughout the world, the development of multifractal theory offers new techniques for handling such non-classical variability over wide ranges of time and space scales. The resulting stochastic simulations with a very limited number of parameters well reproduce the long range dependencies and the clustering of rainfall extremes often yielding fat tailed (i.e., an algebraic type) probability distributions. The goal of this work was to investigate the ability of using very short or incomplete data records for reliable statistical predictions of the extremes. In particular we discuss how to evaluate the uncertainty in the empirical or semi-analytical multifractal outcomes. We consider three main aspects of the evaluation, such as the scaling adequacy, the multifractal parameter estimation error and the quantile estimation error. We first use the multiplicative cascade model to generate long series of multifractal data. The simulated samples had to cover the range of the universal multifractal parameters widely available in the scientific literature for the rainfall and river discharges. Using these long multifractal series and their sub-samples, we defined a metric for parameter estimation error. Then using the sets of estimated parameters, we obtained the quantile values for a range of excedance probabilities from 5% to 0.01%. Plotting the error bars on a quantile plot enable an approximation of confidence intervals that would be particularly important for the predictions of multifractal extremes. We finally illustrate the efficiency of such concept on its application to a large database (more than 16000 selected stations over USA and

A wavelet analysis of co-movements in Asian gold markets

Science.gov (United States)

Das, Debojyoti; Kannadhasan, M.; Al-Yahyaee, Khamis Hamed; Yoon, Seong-Min

2018-02-01

This study assesses the cross-country co-movements of gold spot returns among the major gold consuming countries in Asia using wavelet-based analysis for a dataset spanning over 26 years. Wavelet-based analysis is used since it allows measuring co-movements in a time-frequency space. The results suggest intense and positive co-movements in Asia after the Asian financial crisis of 1997 at all frequencies. In addition, the Asian gold spot markets depict a state of impending perfect market integration. Finally, Thailand emerges as the potential market leader in all wavelet scales except one, which is led by India. The study has important implications for international diversification of a single-asset (gold) portfolio.

Clustering Multiple Sclerosis Subgroups with Multifractal Methods and Self-Organizing Map Algorithm

Science.gov (United States)

Karaca, Yeliz; Cattani, Carlo

Magnetic resonance imaging (MRI) is the most sensitive method to detect chronic nervous system diseases such as multiple sclerosis (MS). In this paper, Brownian motion Hölder regularity functions (polynomial, periodic (sine), exponential) for 2D image, such as multifractal methods were applied to MR brain images, aiming to easily identify distressed regions, in MS patients. With these regions, we have proposed an MS classification based on the multifractal method by using the Self-Organizing Map (SOM) algorithm. Thus, we obtained a cluster analysis by identifying pixels from distressed regions in MR images through multifractal methods and by diagnosing subgroups of MS patients through artificial neural networks.

Using Wavelets in Economics. An Application on the Analysis of Wage-Price Relation

Directory of Open Access Journals (Sweden)

Vasile-Aurel Caus

2017-03-01

Full Text Available In the last decades, more and more approaches of economic issues have used mathematical tools, and among the most recent ones, spectral and wavelet methods are to be distinguished. If in the case of spectral analysis the approaches and results are sufficiently clear, while the use of wavelet decomposition, especially in the analysis of time series, is not fully valorized. The purpose of this paper is to emphasize how these methods are useful for time series analysis. After theoretical considerations on Fourier transforms versus wavelet transforms, we have presented the methodology we have used and the results obtained by using wavelets in the analysis of wage-price relation, based on some empirical data. The data we have used is concerning the Romanian economy - the inflation and the average nominal wage denominated in US dollars, between January 1991 and May 2016, highlighting that the relation between nominal salary and prices can be revealed more accurately by use of wavelets.

Multifractal analysis of electronic transitions in a family of quasiperiodic potentials

International Nuclear Information System (INIS)

Thakur, P.K.; Brouers, F.; Ananthakrishna, G.

1989-12-01

We analyze the nature of extended, localized and critical states in an extension of the Aubry model where mobility edges have been reported. We calculate the multifractal spectra of exact eigenstates of this model for varying chain lengths and confirm the existence of mobility edges. Moreover we are able to show that the localized states can exhibit a behaviour rather different from the usual exponentially decaying states in a random potential. Lyapounov exponents or participation ratios are unable to produce such information. Our results also indicate that a stable multifractal distribution is a general feature of crossovers of states of different nature. This conjecture should be confirmed in other models. (author). 17 refs, 8 figs

Multifractal detrended cross-correlations between crude oil market and Chinese ten sector stock markets

Science.gov (United States)

Yang, Liansheng; Zhu, Yingming; Wang, Yudong; Wang, Yiqi

2016-11-01

Based on the daily price data of spot prices of West Texas Intermediate (WTI) crude oil and ten CSI300 sector indices in China, we apply multifractal detrended cross-correlation analysis (MF-DCCA) method to investigate the cross-correlations between crude oil and Chinese sector stock markets. We find that the strength of multifractality between WTI crude oil and energy sector stock market is the highest, followed by the strength of multifractality between WTI crude oil and financial sector market, which reflects a close connection between energy and financial market. Then we do vector autoregression (VAR) analysis to capture the interdependencies among the multiple time series. By comparing the strength of multifractality for original data and residual errors of VAR model, we get a conclusion that vector auto-regression (VAR) model could not be used to describe the dynamics of the cross-correlations between WTI crude oil and the ten sector stock markets.

Multifractal spectra in shear flows

Science.gov (United States)

Keefe, L. R.; Deane, Anil E.

1989-01-01

Numerical simulations of three-dimensional homogeneous shear flow and fully developed channel flow, are used to calculate the associated multifractal spectra of the energy dissipation field. Only weak parameterization of the results with the nondimensional shear is found, and this only if the flow has reached its asymptotic development state. Multifractal spectra of these flows coincide with those from experiments only at the range alpha less than 1.

Multifractal modelling and 3D lacunarity analysis

International Nuclear Information System (INIS)

Hanen, Akkari; Imen, Bhouri; Asma, Ben Abdallah; Patrick, Dubois; Hedi, Bedoui Mohamed

2009-01-01

This study presents a comparative evaluation of lacunarity of 3D grey level models with different types of inhomogeneity. A new method based on the 'Relative Differential Box Counting' was developed to estimate the lacunarity features of grey level volumes. To validate our method, we generated a set of 3D grey level multifractal models with random, anisotropic and hierarchical properties. Our method gives a lacunarity measurement correlated with the theoretical one and allows a better model classification compared with a classical approach.

Harmonic analysis of traction power supply system based on wavelet decomposition

Science.gov (United States)

Dun, Xiaohong

2018-05-01

With the rapid development of high-speed railway and heavy-haul transport, AC drive electric locomotive and EMU large-scale operation in the country on the ground, the electrified railway has become the main harmonic source of China's power grid. In response to this phenomenon, the need for timely monitoring of power quality problems of electrified railway, assessment and governance. Wavelet transform is developed on the basis of Fourier analysis, the basic idea comes from the harmonic analysis, with a rigorous theoretical model, which has inherited and developed the local thought of Garbor transformation, and has overcome the disadvantages such as window fixation and lack of discrete orthogonally, so as to become a more recently studied spectral analysis tool. The wavelet analysis takes the gradual and precise time domain step in the high frequency part so as to focus on any details of the signal being analyzed, thereby comprehensively analyzing the harmonics of the traction power supply system meanwhile use the pyramid algorithm to increase the speed of wavelet decomposition. The matlab simulation shows that the use of wavelet decomposition of the traction power supply system for harmonic spectrum analysis is effective.

Fractal and multifractal analyses of bipartite networks

Science.gov (United States)

Liu, Jin-Long; Wang, Jian; Yu, Zu-Guo; Xie, Xian-Hua

2017-03-01

Bipartite networks have attracted considerable interest in various fields. Fractality and multifractality of unipartite (classical) networks have been studied in recent years, but there is no work to study these properties of bipartite networks. In this paper, we try to unfold the self-similarity structure of bipartite networks by performing the fractal and multifractal analyses for a variety of real-world bipartite network data sets and models. First, we find the fractality in some bipartite networks, including the CiteULike, Netflix, MovieLens (ml-20m), Delicious data sets and (u, v)-flower model. Meanwhile, we observe the shifted power-law or exponential behavior in other several networks. We then focus on the multifractal properties of bipartite networks. Our results indicate that the multifractality exists in those bipartite networks possessing fractality. To capture the inherent attribute of bipartite network with two types different nodes, we give the different weights for the nodes of different classes, and show the existence of multifractality in these node-weighted bipartite networks. In addition, for the data sets with ratings, we modify the two existing algorithms for fractal and multifractal analyses of edge-weighted unipartite networks to study the self-similarity of the corresponding edge-weighted bipartite networks. The results show that our modified algorithms are feasible and can effectively uncover the self-similarity structure of these edge-weighted bipartite networks and their corresponding node-weighted versions.

Multifractal and higher-dimensional zeta functions

International Nuclear Information System (INIS)

Véhel, Jacques Lévy; Mendivil, Franklin

2011-01-01

In this paper, we generalize the zeta function for a fractal string (as in Lapidus and Frankenhuijsen 2006 Fractal Geometry, Complex Dimensions and Zeta Functions: Geometry and Spectra of Fractal Strings (New York: Springer)) in several directions. We first modify the zeta function to be associated with a sequence of covers instead of the usual definition involving gap lengths. This modified zeta function allows us to define both a multifractal zeta function and a zeta function for higher-dimensional fractal sets. In the multifractal case, the critical exponents of the zeta function ζ(q, s) yield the usual multifractal spectrum of the measure. The presence of complex poles for ζ(q, s) indicates oscillations in the continuous partition function of the measure, and thus gives more refined information about the multifractal spectrum of a measure. In the case of a self-similar set in R n , the modified zeta function yields asymptotic information about both the 'box' counting function of the set and the n-dimensional volume of the ε-dilation of the set

Multifractal detrended fluctuation analysis of analog random multiplicative processes

Energy Technology Data Exchange (ETDEWEB)

Silva, L.B.M.; Vermelho, M.V.D. [Instituto de Fisica, Universidade Federal de Alagoas, Maceio - AL, 57072-970 (Brazil); Lyra, M.L. [Instituto de Fisica, Universidade Federal de Alagoas, Maceio - AL, 57072-970 (Brazil)], E-mail: marcelo@if.ufal.br; Viswanathan, G.M. [Instituto de Fisica, Universidade Federal de Alagoas, Maceio - AL, 57072-970 (Brazil)

2009-09-15

We investigate non-Gaussian statistical properties of stationary stochastic signals generated by an analog circuit that simulates a random multiplicative process with weak additive noise. The random noises are originated by thermal shot noise and avalanche processes, while the multiplicative process is generated by a fully analog circuit. The resulting signal describes stochastic time series of current interest in several areas such as turbulence, finance, biology and environment, which exhibit power-law distributions. Specifically, we study the correlation properties of the signal by employing a detrended fluctuation analysis and explore its multifractal nature. The singularity spectrum is obtained and analyzed as a function of the control circuit parameter that tunes the asymptotic power-law form of the probability distribution function.

Multifractal structure of multiparticle production in the branching models

International Nuclear Information System (INIS)

Chiu, C.B.; Hwa, R.C.

1990-01-01

A procedure is described for the multifractal analysis of data on multiparticle production obtained at high energy either in experiment or in Monte Carlo simulation. It is shown how the spectrum f(α) of the rapidity-density index α can be determined from the multiplicity fluctuation of the rapidity distribution, as the resolution is changed. The branching model is used to illustrate the procedure. It is found that the φ 3 model has a narrower f(α) than the gluon model, suggesting that multifractality is a useful arena for confrontation between theory and experiment. 13 refs., 2 figs

BOOK REVIEW: The Illustrated Wavelet Transform Handbook: Introductory Theory and Applications in Science, Engineering, Medicine and Finance

Science.gov (United States)

Ng, J.; Kingsbury, N. G.

2004-02-01

wavelet. The second half of the chapter groups together miscellaneous points about the discrete wavelet transform, including coefficient manipulation for signal denoising and smoothing, a description of Daubechies’ wavelets, the properties of translation invariance and biorthogonality, the two-dimensional discrete wavelet transforms and wavelet packets. The fourth chapter is dedicated to wavelet transform methods in the author’s own specialty, fluid mechanics. Beginning with a definition of wavelet-based statistical measures for turbulence, the text proceeds to describe wavelet thresholding in the analysis of fluid flows. The remainder of the chapter describes wavelet analysis of engineering flows, in particular jets, wakes, turbulence and coherent structures, and geophysical flows, including atmospheric and oceanic processes. The fifth chapter describes the application of wavelet methods in various branches of engineering, including machining, materials, dynamics and information engineering. Unlike previous chapters, this (and subsequent) chapters are styled more as literature reviews that describe the findings of other authors. The areas addressed in this chapter include: the monitoring of machining processes, the monitoring of rotating machinery, dynamical systems, chaotic systems, non-destructive testing, surface characterization and data compression. The sixth chapter continues in this vein with the attention now turned to wavelets in the analysis of medical signals. Most of the chapter is devoted to the analysis of one-dimensional signals (electrocardiogram, neural waveforms, acoustic signals etc.), although there is a small section on the analysis of two-dimensional medical images. The seventh and final chapter of the book focuses on the application of wavelets in three seemingly unrelated application areas: fractals, finance and geophysics. The treatment on wavelet methods in fractals focuses on stochastic fractals with a short section on multifractals. The

Application of wavelet based MFDFA on Mueller matrix images for cervical pre-cancer detection

Science.gov (United States)

Zaffar, Mohammad; Pradhan, Asima

2018-02-01

A systematic study has been conducted on application of wavelet based multifractal de-trended fluctuation analysis (MFDFA) on Mueller matrix (MM) images of cervical tissue sections for early cancer detection. Changes in multiple scattering and orientation of fibers are observed by utilizing a discrete wavelet transform (Daubechies) which identifies fluctuations over polynomial trends. Fluctuation profiles, after 9th level decomposition, for all elements of MM qualitatively establish a demarcation of different grades of cancer from normal tissue. Moreover, applying MFDFA on MM images, Hurst exponent profiles for images of MM qualitatively are seen to display differences. In addition, the values of Hurst exponent increase for the diagonal elements of MM with increasing grades of the cervical cancer, while the value for the elements which correspond to linear polarizance decrease. However, for circular polarizance the value increases with increasing grades. These fluctuation profiles reveal the trend of local variation of refractive -indices and along with Hurst exponent profile, may serve as a useful biological metric in the early detection of cervical cancer. The quantitative measurements of Hurst exponent for diagonal and first column (polarizance governing elements) elements which reflect changes in multiple scattering and structural anisotropy in stroma, may be sensitive indicators of pre-cancer.

SeismicWaveTool: Continuous and discrete wavelet analysis and filtering for multichannel seismic data

Science.gov (United States)

Galiana-Merino, J. J.; Rosa-Herranz, J. L.; Rosa-Cintas, S.; Martinez-Espla, J. J.

2013-01-01

A MATLAB-based computer code has been developed for the simultaneous wavelet analysis and filtering of multichannel seismic data. The considered time-frequency transforms include the continuous wavelet transform, the discrete wavelet transform and the discrete wavelet packet transform. The developed approaches provide a fast and precise time-frequency examination of the seismograms at different frequency bands. Moreover, filtering methods for noise, transients or even baseline removal, are implemented. The primary motivation is to support seismologists with a user-friendly and fast program for the wavelet analysis, providing practical and understandable results. Program summaryProgram title: SeismicWaveTool Catalogue identifier: AENG_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AENG_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC license, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 611072 No. of bytes in distributed program, including test data, etc.: 14688355 Distribution format: tar.gz Programming language: MATLAB (MathWorks Inc.) version 7.8.0.347 (R2009a) or higher. Wavelet Toolbox is required. Computer: Developed on a MacBook Pro. Tested on Mac and PC. No computer-specific optimization was performed. Operating system: Any supporting MATLAB (MathWorks Inc.) v7.8.0.347 (R2009a) or higher. Tested on Mac OS X 10.6.8, Windows XP and Vista. Classification: 13. Nature of problem: Numerous research works have developed a great number of free or commercial wavelet based software, which provide specific solutions for the analysis of seismic data. On the other hand, standard toolboxes, packages or libraries, such as the MathWorks' Wavelet Toolbox for MATLAB, offer command line functions and interfaces for the wavelet analysis of one-component signals. Thus, software usually is focused on very specific problems

Analysis of transient signals by Wavelet transform

International Nuclear Information System (INIS)

Penha, Rosani Libardi da; Silva, Aucyone A. da; Ting, Daniel K.S.; Oliveira Neto, Jose Messias de

2000-01-01

The objective of this work is to apply the Wavelet Transform in transient signals. The Wavelet technique can outline the short time events that are not easily detected using traditional techniques. In this work, the Wavelet Transform is compared with Fourier Transform, by using simulated data and rotor rig data. This data contain known transients. The wavelet could follow all the transients, what do not happen to the Fourier techniques. (author)

Multifractal modelling and 3D lacunarity analysis

Energy Technology Data Exchange (ETDEWEB)

Hanen, Akkari, E-mail: bettaieb.hanen@topnet.t [Laboratoire de biophysique, TIM, Faculte de Medecine (Tunisia); Imen, Bhouri, E-mail: bhouri_imen@yahoo.f [Unite de recherche ondelettes et multifractals, Faculte des sciences (Tunisia); Asma, Ben Abdallah, E-mail: asma.babdallah@cristal.rnu.t [Laboratoire de biophysique, TIM, Faculte de Medecine (Tunisia); Patrick, Dubois, E-mail: pdubois@chru-lille.f [INSERM, U 703, Lille (France); Hedi, Bedoui Mohamed, E-mail: medhedi.bedoui@fmm.rnu.t [Laboratoire de biophysique, TIM, Faculte de Medecine (Tunisia)

2009-09-28

This study presents a comparative evaluation of lacunarity of 3D grey level models with different types of inhomogeneity. A new method based on the 'Relative Differential Box Counting' was developed to estimate the lacunarity features of grey level volumes. To validate our method, we generated a set of 3D grey level multifractal models with random, anisotropic and hierarchical properties. Our method gives a lacunarity measurement correlated with the theoretical one and allows a better model classification compared with a classical approach.

Multifractal detrended cross-correlation analysis on gold, crude oil and foreign exchange rate time series

Science.gov (United States)

Pal, Mayukha; Madhusudana Rao, P.; Manimaran, P.

2014-12-01

We apply the recently developed multifractal detrended cross-correlation analysis method to investigate the cross-correlation behavior and fractal nature between two non-stationary time series. We analyze the daily return price of gold, West Texas Intermediate and Brent crude oil, foreign exchange rate data, over a period of 18 years. The cross correlation has been measured from the Hurst scaling exponents and the singularity spectrum quantitatively. From the results, the existence of multifractal cross-correlation between all of these time series is found. We also found that the cross correlation between gold and oil prices possess uncorrelated behavior and the remaining bivariate time series possess persistent behavior. It was observed for five bivariate series that the cross-correlation exponents are less than the calculated average generalized Hurst exponents (GHE) for q0 and for one bivariate series the cross-correlation exponent is greater than GHE for all q values.

Wavelet and Spectral Analysis of Some Selected Problems in Reactor Diagnostics

Energy Technology Data Exchange (ETDEWEB)

Sunde, Carl

2004-12-01

Both spectral and wavelet analysis were successfully used in various diagnostic problems involving non-stationary core processes in nuclear power reactors. Three different problems were treated: two-phase flow identification, detector tube impacting and core-barrel vibrations. The first two problems are of non-stationary nature, whereas the last one is not. In the first problem, neutron radiographic and visible light images of four different vertical two-phase flow regimes, bubbly, slug, chum and annular flow, were analysed and classified with a neuro-wavelet algorithm. The algorithm consists of a wavelet part, using the 2-D discrete wavelet transform and of an artificial neural network. It classifies the different flow regimes with up to 99% efficiency. Detector tubes in a Boiling Water Reactor may execute vibrations and may also impact on nearby fuel-assemblies. Signals from in-core neutron detectors in Ringhals-1 were analysed, for detection of impacting, with both a classical spectral method and wavelet-based methods. The wavelet methods include both the discrete and the continuous 1-D wavelet transform. It was found that there is agreement between the different methods as well as with visual inspections made during the outage at the plant. However, the wavelet technique has the advantage that it does not require expert judgement for the interpretation of the analysis. In the last part two analytical calculations of the neutron noise, induced by shell-mode core-barrel vibrations, were carried out. The results are in good agreement with calculations from a numerical simulator. An out-of-phase behaviour between in-core and ex-core positions was found, which is in agreement with earlier measurements from the Pressurised Water Reactor Ringhals-3. The results from these calculations are planned to be used when diagnosing the shell-mode core-barrel vibrations in an operating plant.

Wavelet and Spectral Analysis of Some Selected Problems in Reactor Diagnostics

International Nuclear Information System (INIS)

Sunde, Carl

2004-12-01

Both spectral and wavelet analysis were successfully used in various diagnostic problems involving non-stationary core processes in nuclear power reactors. Three different problems were treated: two-phase flow identification, detector tube impacting and core-barrel vibrations. The first two problems are of non-stationary nature, whereas the last one is not. In the first problem, neutron radiographic and visible light images of four different vertical two-phase flow regimes, bubbly, slug, chum and annular flow, were analysed and classified with a neuro-wavelet algorithm. The algorithm consists of a wavelet part, using the 2-D discrete wavelet transform and of an artificial neural network. It classifies the different flow regimes with up to 99% efficiency. Detector tubes in a Boiling Water Reactor may execute vibrations and may also impact on nearby fuel-assemblies. Signals from in-core neutron detectors in Ringhals-1 were analysed, for detection of impacting, with both a classical spectral method and wavelet-based methods. The wavelet methods include both the discrete and the continuous 1-D wavelet transform. It was found that there is agreement between the different methods as well as with visual inspections made during the outage at the plant. However, the wavelet technique has the advantage that it does not require expert judgement for the interpretation of the analysis. In the last part two analytical calculations of the neutron noise, induced by shell-mode core-barrel vibrations, were carried out. The results are in good agreement with calculations from a numerical simulator. An out-of-phase behaviour between in-core and ex-core positions was found, which is in agreement with earlier measurements from the Pressurised Water Reactor Ringhals-3. The results from these calculations are planned to be used when diagnosing the shell-mode core-barrel vibrations in an operating plant

Multifractal rainfall extremes: Theoretical analysis and practical estimation

International Nuclear Information System (INIS)

Langousis, Andreas; Veneziano, Daniele; Furcolo, Pierluigi; Lepore, Chiara

2009-01-01

We study the extremes generated by a multifractal model of temporal rainfall and propose a practical method to estimate the Intensity-Duration-Frequency (IDF) curves. The model assumes that rainfall is a sequence of independent and identically distributed multiplicative cascades of the beta-lognormal type, with common duration D. When properly fitted to data, this simple model was found to produce accurate IDF results [Langousis A, Veneziano D. Intensity-duration-frequency curves from scaling representations of rainfall. Water Resour Res 2007;43. (doi:10.1029/2006WR005245)]. Previous studies also showed that the IDF values from multifractal representations of rainfall scale with duration d and return period T under either d → 0 or T → ∞, with different scaling exponents in the two cases. We determine the regions of the (d, T)-plane in which each asymptotic scaling behavior applies in good approximation, find expressions for the IDF values in the scaling and non-scaling regimes, and quantify the bias when estimating the asymptotic power-law tail of rainfall intensity from finite-duration records, as was often done in the past. Numerically calculated exact IDF curves are compared to several analytic approximations. The approximations are found to be accurate and are used to propose a practical IDF estimation procedure.

Multifractal analysis of CoFe2O4/2DBS/H2O ferrofluid from TEM and SANS measurements

International Nuclear Information System (INIS)

Stan, C.; Cristescu, C.P.; Balasoiu, M.; Ivankov, O.I.

2015-01-01

Preliminary investigation on the morphological properties and the multifractal characteristics of CoFe 2 O 4 nanoparticles, coated with a double layer of dodecylbenzenesulphonic acid and dispersed in double distillated water, is presented. TEM images of the sample are analyzed and the computed multifractal spectrum reveals universal multifractality. A comparison with the fractal approach applied to SANS data is presented, and consistency of results is demonstrated.

Wavelet transform analysis of transient signals: the seismogram and the electrocardiogram

Energy Technology Data Exchange (ETDEWEB)

Anant, K.S.

1997-06-01

In this dissertation I quantitatively demonstrate how the wavelet transform can be an effective mathematical tool for the analysis of transient signals. The two key signal processing applications of the wavelet transform, namely feature identification and representation (i.e., compression), are shown by solving important problems involving the seismogram and the electrocardiogram. The seismic feature identification problem involved locating in time the P and S phase arrivals. Locating these arrivals accurately (particularly the S phase) has been a constant issue in seismic signal processing. In Chapter 3, I show that the wavelet transform can be used to locate both the P as well as the S phase using only information from single station three-component seismograms. This is accomplished by using the basis function (wave-let) of the wavelet transform as a matching filter and by processing information across scales of the wavelet domain decomposition. The `pick` time results are quite promising as compared to analyst picks. The representation application involved the compression of the electrocardiogram which is a recording of the electrical activity of the heart. Compression of the electrocardiogram is an important problem in biomedical signal processing due to transmission and storage limitations. In Chapter 4, I develop an electrocardiogram compression method that applies vector quantization to the wavelet transform coefficients. The best compression results were obtained by using orthogonal wavelets, due to their ability to represent a signal efficiently. Throughout this thesis the importance of choosing wavelets based on the problem at hand is stressed. In Chapter 5, I introduce a wavelet design method that uses linear prediction in order to design wavelets that are geared to the signal or feature being analyzed. The use of these designed wavelets in a test feature identification application led to positive results. The methods developed in this thesis; the

Analyzing the LiF thin films deposited at different substrate temperatures using multifractal technique

Energy Technology Data Exchange (ETDEWEB)

Yadav, R.P. [Department of Physics, University of Allahabad, Allahabad, UP 211002 (India); Dwivedi, S., E-mail: suneetdwivedi@gmail.com [K Banerjee Centre of Atmospheric and Ocean Studies, University of Allahabad, Allahabad, UP 211002 (India); Mittal, A.K. [Department of Physics, University of Allahabad, Allahabad, UP 211002 (India); K Banerjee Centre of Atmospheric and Ocean Studies, University of Allahabad, Allahabad, UP 211002 (India); Kumar, Manvendra [Nanotechnology Application Centre, University of Allahabad, Allahabad, UP 211002 (India); Pandey, A.C. [K Banerjee Centre of Atmospheric and Ocean Studies, University of Allahabad, Allahabad, UP 211002 (India); Nanotechnology Application Centre, University of Allahabad, Allahabad, UP 211002 (India)

2014-07-01

The Atomic Force Microscopy technique is used to characterize the surface morphology of LiF thin films deposited at substrate temperatures 77 K, 300 K and 500 K, respectively. It is found that the surface roughness of thin film increases with substrate temperature. The multifractal nature of the LiF thin film at each substrate temperature is investigated using the backward two-dimensional multifractal detrended moving average analysis. The strength of multifractility and the non-uniformity of the height probabilities of the thin films increase as the substrate temperature increases. Both the width of the multifractal spectrum and the difference of fractal dimensions of the thin films increase sharply as the temperature reaches 500 K, indicating that the multifractility of the thin films becomes more pronounced at the higher substrate temperatures with greater cluster size. - Highlights: • Analyzing LiF thin films using multifractal detrended moving average technique • Surface roughness of LiF thin film increases with substrate temperature. • LiF thin films at each substrate temperature exhibit multifractality. • Multifractility becomes more pronounced at the higher substrate temperatures.

Multi-Resolution Wavelet-Transformed Image Analysis of Histological Sections of Breast Carcinomas

Directory of Open Access Journals (Sweden)

Hae-Gil Hwang

2005-01-01

Full Text Available Multi-resolution images of histological sections of breast cancer tissue were analyzed using texture features of Haar- and Daubechies transform wavelets. Tissue samples analyzed were from ductal regions of the breast and included benign ductal hyperplasia, ductal carcinoma in situ (DCIS, and invasive ductal carcinoma (CA. To assess the correlation between computerized image analysis and visual analysis by a pathologist, we created a two-step classification system based on feature extraction and classification. In the feature extraction step, we extracted texture features from wavelet-transformed images at 10× magnification. In the classification step, we applied two types of classifiers to the extracted features, namely a statistics-based multivariate (discriminant analysis and a neural network. Using features from second-level Haar transform wavelet images in combination with discriminant analysis, we obtained classification accuracies of 96.67 and 87.78% for the training and testing set (90 images each, respectively. We conclude that the best classifier of carcinomas in histological sections of breast tissue are the texture features from the second-level Haar transform wavelet images used in a discriminant function.

A Quantitative Analysis of an EEG Epileptic Record Based on MultiresolutionWavelet Coefficients

Directory of Open Access Journals (Sweden)

Mariel Rosenblatt

2014-11-01

Full Text Available The characterization of the dynamics associated with electroencephalogram (EEG signal combining an orthogonal discrete wavelet transform analysis with quantifiers originated from information theory is reviewed. In addition, an extension of this methodology based on multiresolution quantities, called wavelet leaders, is presented. In particular, the temporal evolution of Shannon entropy and the statistical complexity evaluated with different sets of multiresolution wavelet coefficients are considered. Both methodologies are applied to the quantitative EEG time series analysis of a tonic-clonic epileptic seizure, and comparative results are presented. In particular, even when both methods describe the dynamical changes of the EEG time series, the one based on wavelet leaders presents a better time resolution.

MULTIFRACTAL STRUCTURES DETECTED BY VOYAGER 1 AT THE HELIOSPHERIC BOUNDARIES

International Nuclear Information System (INIS)

Macek, W. M.; Wawrzaszek, A.; Burlaga, L. F.

2014-01-01

To better understand the dynamics of turbulent systems, we have proposed a phenomenological model based on a generalized Cantor set with two rescaling and one weight parameters. In this Letter, using recent Voyager 1 magnetic field data, we extend our two-scale multifractal analysis further in the heliosheath beyond the heliospheric termination shock, and even now near the heliopause, when entering the interstellar medium for the first time in human history. We have identified the scaling inertial region for magnetized heliospheric plasma between the termination shock and the heliopause. We also show that the degree of multifractality decreases with the heliocentric distance and is still modulated by the phases of the solar cycle in the entire heliosphere including the heliosheath. Moreover, we observe the change of scaling toward a nonintermittent (nonmultifractal) behavior in the nearby interstellar medium, just beyond the heliopause. We argue that this loss of multifractal behavior could be a signature of the expected crossing of the heliopause by Voyager 2 in the near future. The results obtained demonstrate that our phenomenological multifractal model exhibits some properties of intermittent turbulence in the solar system plasmas, and we hope that it could shed light on universal characteristics of turbulence

MULTIFRACTAL STRUCTURES DETECTED BY VOYAGER 1 AT THE HELIOSPHERIC BOUNDARIES

Energy Technology Data Exchange (ETDEWEB)

Macek, W. M. [Faculty of Mathematics and Natural Sciences, Cardinal Stefan Wyszyński University, Wóycickiego 1/3, 01-938 Warsaw (Poland); Wawrzaszek, A. [Space Research Centre, Polish Academy of Sciences, Bartycka 18 A, 00-716 Warszawa (Poland); Burlaga, L. F., E-mail: macek@cbk.waw.pl, E-mail: anna.wawrzaszek@cbk.waw.pl, E-mail: lburlagahsp@verizon.net [NASA Goddard Space Flight Center, Code 673, Greenbelt, MD 20771 (United States)

2014-10-01

To better understand the dynamics of turbulent systems, we have proposed a phenomenological model based on a generalized Cantor set with two rescaling and one weight parameters. In this Letter, using recent Voyager 1 magnetic field data, we extend our two-scale multifractal analysis further in the heliosheath beyond the heliospheric termination shock, and even now near the heliopause, when entering the interstellar medium for the first time in human history. We have identified the scaling inertial region for magnetized heliospheric plasma between the termination shock and the heliopause. We also show that the degree of multifractality decreases with the heliocentric distance and is still modulated by the phases of the solar cycle in the entire heliosphere including the heliosheath. Moreover, we observe the change of scaling toward a nonintermittent (nonmultifractal) behavior in the nearby interstellar medium, just beyond the heliopause. We argue that this loss of multifractal behavior could be a signature of the expected crossing of the heliopause by Voyager 2 in the near future. The results obtained demonstrate that our phenomenological multifractal model exhibits some properties of intermittent turbulence in the solar system plasmas, and we hope that it could shed light on universal characteristics of turbulence.

Extraction of Coal and Gangue Geometric Features with Multifractal Detrending Fluctuation Analysis

Directory of Open Access Journals (Sweden)

Kai Liu

2018-03-01

Full Text Available The separation of coal and gangue is an important process of the coal preparation technology. The conventional way of manual selection and separation of gangue from the raw coal can be replaced by computer vision technology. In the literature, research on image recognition and classification of coal and gangue is mainly based on the grayscale and texture features of the coal and gangue. However, there are few studies on characteristics of coal and gangue from the perspective of their outline differences. Therefore, the multifractal detrended fluctuation analysis (MFDFA method is introduced in this paper to extract the geometric features of coal and gangue. Firstly, the outline curves of coal and gangue in polar coordinates are detected and achieved along the centroid, thereby the multifractal characteristics of the series are analyzed and compared. Subsequently, the modified local singular spectrum widths Δ h of the outline curve series are extracted as the characteristic variables of the coal and gangue for pattern recognition. Finally, the extracted geometric features by MFDFA combined with the grayscale and texture features of the images are compared with other methods, indicating that the recognition rate of coal gangue images can be increased by introducing the geometric features.

Lecture notes on wavelet transforms

CERN Document Server

Debnath, Lokenath

2017-01-01

This book provides a systematic exposition of the basic ideas and results of wavelet analysis suitable for mathematicians, scientists, and engineers alike. The primary goal of this text is to show how different types of wavelets can be constructed, illustrate why they are such powerful tools in mathematical analysis, and demonstrate their use in applications. It also develops the required analytical knowledge and skills on the part of the reader, rather than focus on the importance of more abstract formulation with full mathematical rigor.  These notes differs from many textbooks with similar titles in that a major emphasis is placed on the thorough development of the underlying theory before introducing applications and modern topics such as fractional Fourier transforms, windowed canonical transforms, fractional wavelet transforms, fast wavelet transforms, spline wavelets, Daubechies wavelets, harmonic wavelets and non-uniform wavelets. The selection, arrangement, and presentation of the material in these ...

Wavelets and their uses

International Nuclear Information System (INIS)

Dremin, Igor M; Ivanov, Oleg V; Nechitailo, Vladimir A

2001-01-01

This review paper is intended to give a useful guide for those who want to apply the discrete wavelet transform in practice. The notion of wavelets and their use in practical computing and various applications are briefly described, but rigorous proofs of mathematical statements are omitted, and the reader is just referred to the corresponding literature. The multiresolution analysis and fast wavelet transform have become a standard procedure for dealing with discrete wavelets. The proper choice of a wavelet and use of nonstandard matrix multiplication are often crucial for the achievement of a goal. Analysis of various functions with the help of wavelets allows one to reveal fractal structures, singularities etc. The wavelet transform of operator expressions helps solve some equations. In practical applications one often deals with the discretized functions, and the problem of stability of the wavelet transform and corresponding numerical algorithms becomes important. After discussing all these topics we turn to practical applications of the wavelet machinery. They are so numerous that we have to limit ourselves to a few examples only. The authors would be grateful for any comments which would move us closer to the goal proclaimed in the first phrase of the abstract. (reviews of topical problems)

Multifractal analysis of multiparticle emission data in the framework of visibility graph and sandbox algorithm

Science.gov (United States)

Mali, P.; Manna, S. K.; Mukhopadhyay, A.; Haldar, P. K.; Singh, G.

2018-03-01

Multiparticle emission data in nucleus-nucleus collisions are studied in a graph theoretical approach. The sandbox algorithm used to analyze complex networks is employed to characterize the multifractal properties of the visibility graphs associated with the pseudorapidity distribution of charged particles produced in high-energy heavy-ion collisions. Experimental data on 28Si+Ag/Br interaction at laboratory energy Elab = 14 . 5 A GeV, and 16O+Ag/Br and 32S+Ag/Br interactions both at Elab = 200 A GeV, are used in this analysis. We observe a scale free nature of the degree distributions of the visibility and horizontal visibility graphs associated with the event-wise pseudorapidity distributions. Equivalent event samples simulated by ultra-relativistic quantum molecular dynamics, produce degree distributions that are almost identical to the respective experiment. However, the multifractal variables obtained by using sandbox algorithm for the experiment to some extent differ from the respective simulated results.

Multifractal Detrended Fluctuation Analysis of Self-Potential Field Prior to the M 6.5, October 24, 1993 Earthquake in MÉXICO

Science.gov (United States)

Cervantes, F.; González-Trejo, J. I.; Real-Ramírez, C. A.; Hoyos-Reyes, L. F.; Area de Sistemas Computacionales

2013-05-01

In the current literature on seismo electromagnetic, it has been reported many earthquakes which present electromagnetic anomalies as probable precursors of their occurrences. Although this methodology remains yet under discussion, is relevant to study many particular cases. In this work, we report a multifractal detrended fluctuation analysis (MFDFA) of electroseismic signals recorded in the Acapulco station during 1993. In October 24, 1993, occurred and earthquake (EQ) with M 6.5, with epicenter at (16.54 N, 98.98 W), 100Km away from the mentioned station. The multifractal spectrum identifies the deviations in fractal structure within time periods with large and small fluctuations. We discuss the dynamical meaning of this analysis and its possible relation with the mentioned EQ.

Application of Cubic Box Spline Wavelets in the Analysis of Signal Singularities

Directory of Open Access Journals (Sweden)

Rakowski Waldemar

2015-12-01

Full Text Available In the subject literature, wavelets such as the Mexican hat (the second derivative of a Gaussian or the quadratic box spline are commonly used for the task of singularity detection. The disadvantage of the Mexican hat, however, is its unlimited support; the disadvantage of the quadratic box spline is a phase shift introduced by the wavelet, making it difficult to locate singular points. The paper deals with the construction and properties of wavelets in the form of cubic box splines which have compact and short support and which do not introduce a phase shift. The digital filters associated with cubic box wavelets that are applied in implementing the discrete dyadic wavelet transform are defined. The filters and the algorithme à trous of the discrete dyadic wavelet transform are used in detecting signal singularities and in calculating the measures of signal singularities in the form of a Lipschitz exponent. The article presents examples illustrating the use of cubic box spline wavelets in the analysis of signal singularities.

Study on characteristic points of boiling curve by using wavelet analysis and genetic algorithm

International Nuclear Information System (INIS)

Wei Huiming; Su Guanghui; Qiu Suizheng; Yang Xingbo

2009-01-01

Based on the wavelet analysis theory of signal singularity detection,the critical heat flux (CHF) and minimum film boiling starting point (q min ) of boiling curves can be detected and analyzed by using the wavelet multi-resolution analysis. To predict the CHF in engineering, empirical relations were obtained based on genetic algorithm. The results of wavelet detection and genetic algorithm prediction are consistent with experimental data very well. (authors)

A Wavelet-Based Algorithm for the Spatial Analysis of Poisson Data

Science.gov (United States)

Freeman, P. E.; Kashyap, V.; Rosner, R.; Lamb, D. Q.

2002-01-01

Wavelets are scalable, oscillatory functions that deviate from zero only within a limited spatial regime and have average value zero, and thus may be used to simultaneously characterize the shape, location, and strength of astronomical sources. But in addition to their use as source characterizers, wavelet functions are rapidly gaining currency within the source detection field. Wavelet-based source detection involves the correlation of scaled wavelet functions with binned, two-dimensional image data. If the chosen wavelet function exhibits the property of vanishing moments, significantly nonzero correlation coefficients will be observed only where there are high-order variations in the data; e.g., they will be observed in the vicinity of sources. Source pixels are identified by comparing each correlation coefficient with its probability sampling distribution, which is a function of the (estimated or a priori known) background amplitude. In this paper, we describe the mission-independent, wavelet-based source detection algorithm ``WAVDETECT,'' part of the freely available Chandra Interactive Analysis of Observations (CIAO) software package. Our algorithm uses the Marr, or ``Mexican Hat'' wavelet function, but may be adapted for use with other wavelet functions. Aspects of our algorithm include: (1) the computation of local, exposure-corrected normalized (i.e., flat-fielded) background maps; (2) the correction for exposure variations within the field of view (due to, e.g., telescope support ribs or the edge of the field); (3) its applicability within the low-counts regime, as it does not require a minimum number of background counts per pixel for the accurate computation of source detection thresholds; (4) the generation of a source list in a manner that does not depend upon a detailed knowledge of the point spread function (PSF) shape; and (5) error analysis. These features make our algorithm considerably more general than previous methods developed for the

Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets

Science.gov (United States)

Cao, Guangxi; Zhang, Minjia; Li, Qingchen

2017-04-01

This study focuses on multifractal detrended cross-correlation analysis of the different volatility intervals of Mainland China, US, and Hong Kong stock markets. A volatility-constrained multifractal detrended cross-correlation analysis (VC-MF-DCCA) method is proposed to study the volatility conductivity of Mainland China, US, and Hong Kong stock markets. Empirical results indicate that fluctuation may be related to important activities in real markets. The Hang Seng Index (HSI) stock market is more influential than the Shanghai Composite Index (SCI) stock market. Furthermore, the SCI stock market is more influential than the Dow Jones Industrial Average stock market. The conductivity between the HSI and SCI stock markets is the strongest. HSI was the most influential market in the large fluctuation interval of 1991 to 2014. The autoregressive fractionally integrated moving average method is used to verify the validity of VC-MF-DCCA. Results show that VC-MF-DCCA is effective.

Wavelet based analysis of multi-electrode EEG-signals in epilepsy

Science.gov (United States)

Hein, Daniel A.; Tetzlaff, Ronald

2005-06-01

For many epilepsy patients seizures cannot sufficiently be controlled by an antiepileptic pharmacatherapy. Furthermore, only in small number of cases a surgical treatment may be possible. The aim of this work is to contribute to the realization of an implantable seizure warning device. By using recordings of electroenzephalographical(EEG) signals obtained from the department of epileptology of the University of Bonn we studied a recently proposed algorithm for the detection of parameter changes in nonlinear systems. Firstly, after calculating the crosscorrelation function between the signals of two electrodes near the epileptic focus, a wavelet-analysis follows using a sliding window with the so called Mexican-Hat wavelet. Then the Shannon-Entropy of the wavelet-transformed data has been determined providing the information content on a time scale in subject to the dilation of the wavelet-transformation. It shows distinct changes at the seizure onset for all dilations and for all patients.

Wavelet analysis deformation monitoring data of high-speed railway bridge

Science.gov (United States)

Tang, ShiHua; Huang, Qing; Zhou, Conglin; Xu, HongWei; Liu, YinTao; Li, FeiDa

2015-12-01

Deformation monitoring data of high-speed railway bridges will inevitably be affected because of noise pollution, A deformation monitoring point of high-speed railway bridge was measurd by using sokkia SDL30 electronic level for a long time,which got a large number of deformation monitoring data. Based on the characteristics of the deformation monitoring data of high-speed railway bridge, which contain lots of noise. Based on the MATLAB software platform, 120 groups of deformation monitoring data were applied to analysis of wavelet denoising.sym6,db6 wavelet basis function were selected to analyze and remove the noise.The original signal was broken into three layers wavelet,which contain high frequency coefficients and low frequency coefficients.However, high frequency coefficient have plenty of noise.Adaptive method of soft and hard threshold were used to handle in the high frequency coefficient.Then,high frequency coefficient that was removed much of noise combined with low frequency coefficient to reconstitute and obtain reconstruction wavelet signal.Root Mean Square Error (RMSE) and Signal-To-Noise Ratio (SNR) were regarded as evaluation index of denoising,The smaller the root mean square error and the greater signal-to-noise ratio indicate that them have a good effect in denoising. We can surely draw some conclusions in the experimental analysis:the db6 wavelet basis function has a good effect in wavelet denoising by using a adaptive soft threshold method,which root mean square error is minimum and signal-to-noise ratio is maximum.Moreover,the reconstructed image are more smooth than original signal denoising after wavelet denoising, which removed noise and useful signal are obtained in the original signal.Compared to the other three methods, this method has a good effect in denoising, which not only retain useful signal in the original signal, but aiso reach the goal of removing noise. So, it has a strong practical value in a actual deformation monitoring

High values of disorder-generated multifractals and logarithmically correlated processes

International Nuclear Information System (INIS)

Fyodorov, Yan V.; Giraud, Olivier

2015-01-01

In the introductory section of the article we give a brief account of recent insights into statistics of high and extreme values of disorder-generated multifractals following a recent work by the first author with P. Le Doussal and A. Rosso (FLR) employing a close relation between multifractality and logarithmically correlated random fields. We then substantiate some aspects of the FLR approach analytically for multifractal eigenvectors in the Ruijsenaars–Schneider ensemble (RSE) of random matrices introduced by E. Bogomolny and the second author by providing an ab initio calculation that reveals hidden logarithmic correlations at the background of the disorder-generated multifractality. In the rest we investigate numerically a few representative models of that class, including the study of the highest component of multifractal eigenvectors in the Ruijsenaars–Schneider ensemble

Analysis of the Emitted Wavelet of High-Resolution Bowtie GPR Antennas

Directory of Open Access Journals (Sweden)

Manuel Pereira

2009-06-01

Full Text Available Most Ground Penetrating Radars (GPR cover a wide frequency range by emitting very short time wavelets. In this work, we study in detail the wavelet emitted by two bowtie GPR antennas with nominal frequencies of 800 MHz and 1 GHz. Knowledge of this emitted wavelet allows us to extract as much information as possible from recorded signals, using advanced processing techniques and computer simulations. Following previously published methodology used by Rial et al. [1], which ensures system stability and reliability in data acquisition, a thorough analysis of the wavelet in both time and frequency domain is performed. Most of tests were carried out with air as propagation medium, allowing a proper analysis of the geometrical attenuation factor. Furthermore, we attempt to determine, for each antenna, a time zero in the records to allow us to correctly assign a position to the reflectors detected by the radar. Obtained results indicate that the time zero is not a constant value for the evaluated antennas, but instead depends on the characteristics of the material in contact with the antenna.

Complex Wavelet Based Modulation Analysis

DEFF Research Database (Denmark)

Luneau, Jean-Marc; Lebrun, Jérôme; Jensen, Søren Holdt

2008-01-01

Low-frequency modulation of sound carry important information for speech and music. The modulation spectrum i commonly obtained by spectral analysis of the sole temporal envelopes of the sub-bands out of a time-frequency analysis. Processing in this domain usually creates undesirable distortions...... polynomial trends. Moreover an analytic Hilbert-like transform is possible with complex wavelets implemented as an orthogonal filter bank. By working in an alternative transform domain coined as “Modulation Subbands”, this transform shows very promising denoising capabilities and suggests new approaches for joint...

Analysis of the tennis racket vibrations during forehand drives: Selection of the mother wavelet.

Science.gov (United States)

Blache, Y; Hautier, C; Lefebvre, F; Djordjevic, A; Creveaux, T; Rogowski, I

2017-08-16

The time-frequency analysis of the tennis racket and hand vibrations is of great interest for discomfort and pathology prevention. This study aimed to (i) to assess the stationarity of the vibratory signal of the racket and hand and (ii) to identify the best mother wavelet to perform future time-frequency analysis, (iii) to determine if the stroke spin, racket characteristics and impact zone can influence the selection of the best mother wavelet. A total of 2364 topspin and flat forehand drives were performed by fourteen male competitive tennis players with six different rackets. One tri-axial and one mono-axial accelerometer were taped on the racket throat and dominant hand respectively. The signal stationarity was tested through the wavelet spectrum test. Eighty-nine mother wavelet were tested to select the best mother wavelet based on continuous and discrete transforms. On average only 25±17%, 2±5%, 5±7% and 27±27% of the signal tested respected the hypothesis of stationarity for the three axes of the racket and the hand respectively. Regarding the two methods for the detection of the best mother wavelet, the Daubechy 45 wavelet presented the highest average ranking. No effect of the stroke spin, racket characteristics and impact zone was observed for the selection of the best mother wavelet. It was concluded that alternative approach to Fast Fourier Transform should be used to interpret tennis vibration signals. In the case where wavelet transform is chosen, the Daubechy 45 mother wavelet appeared to be the most suitable. Copyright © 2017 Elsevier Ltd. All rights reserved.

Wavelet basics

CERN Document Server

Chan, Y T

1995-01-01

Since the study of wavelets is a relatively new area, much of the research coming from mathematicians, most of the literature uses terminology, concepts and proofs that may, at times, be difficult and intimidating for the engineer. Wavelet Basics has therefore been written as an introductory book for scientists and engineers. The mathematical presentation has been kept simple, the concepts being presented in elaborate detail in a terminology that engineers will find familiar. Difficult ideas are illustrated with examples which will also aid in the development of an intuitive insight. Chapter 1 reviews the basics of signal transformation and discusses the concepts of duals and frames. Chapter 2 introduces the wavelet transform, contrasts it with the short-time Fourier transform and clarifies the names of the different types of wavelet transforms. Chapter 3 links multiresolution analysis, orthonormal wavelets and the design of digital filters. Chapter 4 gives a tour d'horizon of topics of current interest: wave...

Identification of speech transients using variable frame rate analysis and wavelet packets.

Science.gov (United States)

Rasetshwane, Daniel M; Boston, J Robert; Li, Ching-Chung

2006-01-01

Speech transients are important cues for identifying and discriminating speech sounds. Yoo et al. and Tantibundhit et al. were successful in identifying speech transients and, emphasizing them, improving the intelligibility of speech in noise. However, their methods are computationally intensive and unsuitable for real-time applications. This paper presents a method to identify and emphasize speech transients that combines subband decomposition by the wavelet packet transform with variable frame rate (VFR) analysis and unvoiced consonant detection. The VFR analysis is applied to each wavelet packet to define a transitivity function that describes the extent to which the wavelet coefficients of that packet are changing. Unvoiced consonant detection is used to identify unvoiced consonant intervals and the transitivity function is amplified during these intervals. The wavelet coefficients are multiplied by the transitivity function for that packet, amplifying the coefficients localized at times when they are changing and attenuating coefficients at times when they are steady. Inverse transform of the modified wavelet packet coefficients produces a signal corresponding to speech transients similar to the transients identified by Yoo et al. and Tantibundhit et al. A preliminary implementation of the algorithm runs more efficiently.

Wavelets in neuroscience

CERN Document Server

Hramov, Alexander E; Makarov, Valeri A; Pavlov, Alexey N; Sitnikova, Evgenia

2015-01-01

This book examines theoretical and applied aspects of wavelet analysis in neurophysics, describing in detail different practical applications of the wavelet theory in the areas of neurodynamics and neurophysiology and providing a review of fundamental work that has been carried out in these fields over the last decade. Chapters 1 and 2 introduce and review the relevant foundations of neurophysics and wavelet theory, respectively, pointing on one hand to the various current challenges in neuroscience and introducing on the other the mathematical techniques of the wavelet transform in its two variants (discrete and continuous) as a powerful and versatile tool for investigating the relevant neuronal dynamics. Chapter 3 then analyzes results from examining individual neuron dynamics and intracellular processes. The principles for recognizing neuronal spikes from extracellular recordings and the advantages of using wavelets to address these issues are described and combined with approaches based on wavelet neural ...

Application of the adaptive wavelet transform for analysis of blood flow oscillations in the human skin

International Nuclear Information System (INIS)

Tankanag, Arina; Chemeris, Nikolay

2008-01-01

An original method for the analysis of oscillations of cutaneous blood flow has been developed, which makes use of laser Doppler flowmetry (LDF) data and is based on the continuous wavelet transform and adaptive wavelet theory. The potential of the method has been demonstrated in experiments with the response of microcirculatory bed to the local linearly-increasing heating of a skin spot. The use of adaptive wavelet transform for analysis of peripheral blood flow oscillations enables one to process short (5 min) LDF signals in a wide frequency range (0.009-2 Hz). The major advantage of the method proposed, as compared to traditional wavelet analysis, has been shown to be a significant reduction of 'border effects'. This makes possible a correct low-frequency component analysis of much shorter LDF signals compared to those used in traditional wavelet processing.

A Wavelet-based Energetic Approach for the Analysis of Electroencephalogram

Directory of Open Access Journals (Sweden)

Abul Hasan Siddiqi

2012-12-01

Full Text Available Electroencephalography (EEG is the recording of electrical activity along the scalp produced by the firing of neurons within the brain. The main application of EEG is in the case of epilepsy, as epileptic activity can create clear abnormalities on a standard EEG study. EEG signals, like many biomedical signals, are highly non-stationary by their nature. Wavelet analysis has found a prominent position in the investigation of biomedical signals for its ability to analyze such signals, in particular EEG signals. Wavelet transform is capable of separating the signal energy among different frequency bands (i.e., different scales, achieving a good compromise between temporal and frequency resolution. The present study is an attempt at better understanding of the mechanism causing the epileptic disorder and accurate prediction of the occurrence of seizures. In the present paper we identify typical patterns of energy redistribution before and during a seizure using multi-resolution wavelet analysis.

Econophysics vs Cardiophysics: the Dual Face of Multifractality

NARCIS (Netherlands)

Z.R. Struzik

2003-01-01

textabstractMultifractality in physiological time series and notably in human adult heart rate has been primarily attributed to the Fourier phase ordering of the signal [1]. In contrast, the primary cause for the width of the multifractal spectrum in financial time series has recently been connected

Multifractal property of Chinese stock market in the CSI 800 index based on MF-DFA approach

Science.gov (United States)

Zhu, Huijian; Zhang, Weiguo

2018-01-01

CSI 800 index consists of CSI 500 index and CSI 300 index, aiming to reflect the performance of stocks with large, mid and small size of China A share market. In this paper we analyze the multifractal structure of Chinese stock market in the CSI 800 index based on the multifractal detrended fluctuation analysis (MF-DFA) method. We find that the fluctuation of the closing logarithmic returns have multifractal properties, the shape and width of multifractal spectrum are depended on the weighing order q. More interestingly, we observe a bigger market crash in June-August 2015 than the one in 2008 based on the local Hurst exponents. The result provides important information for further study on dynamic mechanism of return fluctuation and whether it would trigger a new financial crisis.

Global spectral graph wavelet signature for surface analysis of carpal bones

Science.gov (United States)

Masoumi, Majid; Rezaei, Mahsa; Ben Hamza, A.

2018-02-01

Quantitative shape comparison is a fundamental problem in computer vision, geometry processing and medical imaging. In this paper, we present a spectral graph wavelet approach for shape analysis of carpal bones of the human wrist. We employ spectral graph wavelets to represent the cortical surface of a carpal bone via the spectral geometric analysis of the Laplace-Beltrami operator in the discrete domain. We propose global spectral graph wavelet (GSGW) descriptor that is isometric invariant, efficient to compute, and combines the advantages of both low-pass and band-pass filters. We perform experiments on shapes of the carpal bones of ten women and ten men from a publicly-available database of wrist bones. Using one-way multivariate analysis of variance (MANOVA) and permutation testing, we show through extensive experiments that the proposed GSGW framework gives a much better performance compared to the global point signature embedding approach for comparing shapes of the carpal bones across populations.

Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis

Czech Academy of Sciences Publication Activity Database

Vácha, Lukáš; Baruník, Jozef

2012-01-01

Roč. 34, č. 1 (2012), s. 241-247 ISSN 0140-9883 R&D Projects: GA ČR GA402/09/0965; GA ČR GD402/09/H045; GA ČR GAP402/10/1610 Institutional research plan: CEZ:AV0Z10750506 Keywords : Correlation * Co-movement * Wavelet analysis * Wavelet coherence Subject RIV: AH - Economics Impact factor: 2.538, year: 2012

SELECTION OF SCALE OF PICTURE OF STRUCTURE FOR ITS MULTIFRACTAL ANALYSIS

Directory of Open Access Journals (Sweden)

VOLCHUK V. N.

2015-11-01

Full Text Available Problem statement. Each scale level detectesthe new features of the structure of the material describing of it quality. For example, features of the grain structure are revealed in different kind of steel on microstruc ture level, and its parameters greatly influences on the strength properties of the metal. Thus, to select the scale of representation of a fractal object, for instance the elements of structure of roll iron or steel is necessary to determine the interval (1, where observed its self-similarity, and on this interval should be selected the scale, the use of which will allow him to choose adequate fractal dimension. For optimal scale structure of repose is taken one in which at least two adjacent points of the series (2, the fractal dimension is minimal differences between them. This is explained by the fact that this is best observed property of self-similarity structure. An example of the selection of the scale representation of the structure of cast iron rolls execution of SPHN (a and execution SSHN (b is shown on interval of increases in the range of x 100 to x1000 with a predetermined pitch Δl = 100. The implementation of this phase of research allowed to determine experimentally the optimal scale of representation of structure of iron roll with increasing x 200 for multifractal analysis of its elements: inclusion of the plate and nodular graphit, carbides. Purpose To determine the optimal scale structure representation for iron roll multifractal analysis of its elements: inclusion of the plate and nodular carbides. Conclusion. It was found that the fractal dimension of the structural elements of the test ranged from experimental error 5÷7%, which testifies to the universality of this assessment, and therefore reliability and economic benefits, in terms of the equipping of laboratories expensive metallurgical microscopes with higher resolution.

Quantitative assessment of submicron scale anisotropy in tissue multifractality by scattering Mueller matrix in the framework of Born approximation

Science.gov (United States)

Das, Nandan Kumar; Dey, Rajib; Chakraborty, Semanti; Panigrahi, Prasanta K.; Meglinski, Igor; Ghosh, Nirmalya

2018-04-01

A number of tissue-like disordered media exhibit local anisotropy of scattering in the scaling behavior. Scaling behavior contains wealth of fractal or multifractal properties. We demonstrate that the spatial dielectric fluctuations in a sample of biological tissue exhibit multifractal anisotropy. Multifractal anisotropy encoded in the wavelength variation of the light scattering Mueller matrix and manifesting as an intriguing spectral diattenuation effect. We developed an inverse method for the quantitative assessment of the multifractal anisotropy. The method is based on the processing of relevant Mueller matrix elements in Fourier domain by using Born approximation, followed by the multifractal analysis. The approach promises for probing subtle micro-structural changes in biological tissues associated with the cancer and precancer, as well as for non-destructive characterization of a wide range of scattering materials.

WASP (Wavelet Analysis of Secondary Particles Angular Distributions) package. Version 1.0. User's guide

International Nuclear Information System (INIS)

Solov'ev, A.G.

2001-01-01

WASP package is a C++ program aimed to analyze angular distributions of secondary particles generated in nuclear interactions. (WASP is designed for data analysis of the STAR and ALICE experiments). It uses a wavelet analysis for this purpose and the vanishing momentum or gaussian wavelets are chosen for transformations. WASP provides an user-friendly Graphical User Interface (GUI) which makes it quite simple to use. WASP design, a brief description of the used wavelet transformation algorithm and GUI are presented in this user's guide

Mathematical principles of signal processing Fourier and wavelet analysis

CERN Document Server

Brémaud, Pierre

2002-01-01

Fourier analysis is one of the most useful tools in many applied sciences. The recent developments of wavelet analysis indicates that in spite of its long history and well-established applications, the field is still one of active research. This text bridges the gap between engineering and mathematics, providing a rigorously mathematical introduction of Fourier analysis, wavelet analysis and related mathematical methods, while emphasizing their uses in signal processing and other applications in communications engineering. The interplay between Fourier series and Fourier transforms is at the heart of signal processing, which is couched most naturally in terms of the Dirac delta function and Lebesgue integrals. The exposition is organized into four parts. The first is a discussion of one-dimensional Fourier theory, including the classical results on convergence and the Poisson sum formula. The second part is devoted to the mathematical foundations of signal processing - sampling, filtering, digital signal proc...

Multifractal detrended cross-correlation between the Chinese domestic and international gold markets based on DCCA and DMCA methods

Science.gov (United States)

Cao, Guangxi; Han, Yan; Chen, Yuemeng; Yang, Chunxia

2014-05-01

Based on the daily price data of Shanghai and London gold spot markets, we applied detrended cross-correlation analysis (DCCA) and detrended moving average cross-correlation analysis (DMCA) methods to quantify power-law cross-correlation between domestic and international gold markets. Results show that the cross-correlations between the Chinese domestic and international gold spot markets are multifractal. Furthermore, forward DMCA and backward DMCA seems to outperform DCCA and centered DMCA for short-range gold series, which confirms the comparison results of short-range artificial data in L. Y. He and S. P. Chen [Physica A 390 (2011) 3806-3814]. Finally, we analyzed the local multifractal characteristics of the cross-correlation between Chinese domestic and international gold markets. We show that multifractal characteristics of the cross-correlation between the Chinese domestic and international gold markets are time-varying and that multifractal characteristics were strengthened by the financial crisis in 2007-2008.

Multifractal properties of resistor diode percolation.

Science.gov (United States)

Stenull, Olaf; Janssen, Hans-Karl

2002-03-01

Focusing on multifractal properties we investigate electric transport on random resistor diode networks at the phase transition between the nonpercolating and the directed percolating phase. Building on first principles such as symmetries and relevance we derive a field theoretic Hamiltonian. Based on this Hamiltonian we determine the multifractal moments of the current distribution that are governed by a family of critical exponents [psi(l)]. We calculate the family [psi(l)] to two-loop order in a diagrammatic perturbation calculation augmented by renormalization group methods.

Construction of wavelets with composite dilations

International Nuclear Information System (INIS)

Wu Guochang; Li Zhiqiang; Cheng Zhengxing

2009-01-01

In order to overcome classical wavelets' shortcoming in image processing problems, people developed many producing systems, which built up wavelet family. In this paper, the notion of AB-multiresolution analysis is generalized, and the corresponding theory is developed. For an AB-multiresolution analysis associated with any expanding matrices, we deduce that there exists a singe scaling function in its reducing subspace. Under some conditions, wavelets with composite dilations can be gotten by AB-multiresolution analysis, which permits the existence of fast implementation algorithm. Then, we provide an approach to design the wavelets with composite dilations by classic wavelets. Our way consists of separable and partly nonseparable cases. In each section, we construct all kinds of examples with nice properties to prove our theory.

Surface roughness and morphology of dental nanocomposites polished by four different procedures evaluated by a multifractal approach

Energy Technology Data Exchange (ETDEWEB)

Ţălu, Ştefan, E-mail: stefan_ta@yahoo.com [Technical University of Cluj-Napoca, Faculty of Mechanical Engineering, Department of AET, Discipline of Descriptive Geometry and Engineering Graphics, 103-105 B-dul Muncii St., Cluj-Napoca 400641, Cluj (Romania); Stach, Sebastian, E-mail: sebastian.stach@us.edu.pl [University of Silesia, Faculty of Computer Science and Materials Science, Institute of Informatics, Department of Biomedical Computer Systems, Będzińska 39, 41-205 Sosnowiec (Poland); Lainović, Tijana, E-mail: tijana.lainovic@gmail.com [University of Novi Sad, Faculty of Medicine, School of Dentistry, Hajduk Veljkova 3, 21000 Novi Sad (Serbia); Vilotić, Marko, E-mail: markovil@uns.ac.rs [University of Novi Sad, Faculty of Technical Sciences, Department for Production Engineering, Trg Dositeja Obradovića 6, 21000 Novi Sad (Serbia); Blažić, Larisa, E-mail: larisa.blazic@gmail.com [University of Novi Sad, Faculty of Medicine, School of Dentistry, Clinic of Dentistry of Vojvodina, Department of Restorative Dentistry and Endodontics, Hajduk Veljkova 3, 21000 Novi Sad (Serbia); Alb, Sandu Florin, E-mail: albflorin@yahoo.com [“Iuliu Haţieganu” University of Medicine and Pharmacy, Faculty of Dentistry, Department of Periodontology, 8 Victor Babeş St., 400012 Cluj-Napoca (Romania); Kakaš, Damir, E-mail: kakasdam@uns.ac.rs [University of Novi Sad, Faculty of Technical Sciences, Department for Production Engineering, Trg Dositeja Obradovića 6, 21000 Novi Sad (Serbia)

2015-03-01

Graphical abstract: - Highlights: • Multifractals are good indicators of polished dental composites 3-D surface structure. • The nanofilled composite had superior 3-D surface properties than the nanohybrid one. • Composite polishing with diamond paste created improved 3-D multifractal structure. • Recommendation: polish the composite with diamond paste if using the one-step tool. • Multifractal analysis could become essential in designing new dental surfaces. - Abstract: The objective of this study was to determine the effect of different dental polishing methods on surface texture parameters of dental nanocomposites. The 3-D surface morphology was investigated by atomic force microscopy (AFM) and multifractal analysis. Two representative dental resin-based nanocomposites were investigated: a nanofilled and a nanohybrid composite. The samples were polished by two dental polishing protocols using multi-step and one-step system. Both protocols were then followed by diamond paste polishing. The 3-D surface roughness of samples was studied by AFM on square areas of topography on the 80 × 80 μm{sup 2} scanning area. The multifractal spectrum theory based on computational algorithms was applied for AFM data and multifractal spectra were calculated. The generalized dimension D{sub q} and the singularity spectrum f(α) provided quantitative values that characterize the local scale properties of dental nanocomposites polished by four different dental polishing protocols at nanometer scale. The results showed that the larger the spectrum width Δα (Δα = α{sub max} − α{sub min}) of the multifractal spectra f(α), the more non-uniform was the surface morphology. Also, the 3-D surface topography was described by statistical parameters, according to ISO 25178-2:2012. The 3-D surface of samples had a multifractal nature. Nanofilled composite had lower values of height parameters than nanohybrid composites, due to its composition. Multi-step polishing protocol

Surface roughness and morphology of dental nanocomposites polished by four different procedures evaluated by a multifractal approach

International Nuclear Information System (INIS)

Ţălu, Ştefan; Stach, Sebastian; Lainović, Tijana; Vilotić, Marko; Blažić, Larisa; Alb, Sandu Florin; Kakaš, Damir

2015-01-01

Graphical abstract: - Highlights: • Multifractals are good indicators of polished dental composites 3-D surface structure. • The nanofilled composite had superior 3-D surface properties than the nanohybrid one. • Composite polishing with diamond paste created improved 3-D multifractal structure. • Recommendation: polish the composite with diamond paste if using the one-step tool. • Multifractal analysis could become essential in designing new dental surfaces. - Abstract: The objective of this study was to determine the effect of different dental polishing methods on surface texture parameters of dental nanocomposites. The 3-D surface morphology was investigated by atomic force microscopy (AFM) and multifractal analysis. Two representative dental resin-based nanocomposites were investigated: a nanofilled and a nanohybrid composite. The samples were polished by two dental polishing protocols using multi-step and one-step system. Both protocols were then followed by diamond paste polishing. The 3-D surface roughness of samples was studied by AFM on square areas of topography on the 80 × 80 μm 2 scanning area. The multifractal spectrum theory based on computational algorithms was applied for AFM data and multifractal spectra were calculated. The generalized dimension D q and the singularity spectrum f(α) provided quantitative values that characterize the local scale properties of dental nanocomposites polished by four different dental polishing protocols at nanometer scale. The results showed that the larger the spectrum width Δα (Δα = α max − α min ) of the multifractal spectra f(α), the more non-uniform was the surface morphology. Also, the 3-D surface topography was described by statistical parameters, according to ISO 25178-2:2012. The 3-D surface of samples had a multifractal nature. Nanofilled composite had lower values of height parameters than nanohybrid composites, due to its composition. Multi-step polishing protocol created a better

Long memory analysis by using maximal overlapping discrete wavelet transform

Science.gov (United States)

Shafie, Nur Amalina binti; Ismail, Mohd Tahir; Isa, Zaidi

2015-05-01

Long memory process is the asymptotic decay of the autocorrelation or spectral density around zero. The main objective of this paper is to do a long memory analysis by using the Maximal Overlapping Discrete Wavelet Transform (MODWT) based on wavelet variance. In doing so, stock market of Malaysia, China, Singapore, Japan and United States of America are used. The risk of long term and short term investment are also being looked into. MODWT can be analyzed with time domain and frequency domain simultaneously and decomposing wavelet variance to different scales without loss any information. All countries under studied show that they have long memory. Subprime mortgage crisis in 2007 is occurred in the United States of America are possible affect to the major trading countries. Short term investment is more risky than long term investment.

Effects of Synchronisation of Dynamics of Stock Indices and Currency Rates during Multifactor Analysis with the Use of Wavelet Technologies

Directory of Open Access Journals (Sweden)

Kravets Tetyana V.

2014-02-01

Full Text Available The article conducts analysis of behaviour of stock indices and currency rates before and after the crisis phenomena with the aim of detection of key features of the pre-crisis state, localisation and description of crisis effects by time and scale using methods of multifractal analysis and wavelet transformation. The article checks the method of allocation of intervals of self-similar behaviour of financial series in practice. For Dow Jones and Sand P 500 indices the article detects in the time interval of 2001 – 2013 fractality spans and also moments of time when behaviour of series was determined with the chaotic component. The article offers the measure of synchronous behaviour of stock indices and currency rates, value of which allows assessment of the degree of propagation of crisis phenomena and forecasting them. This measure is calculated for EUR/GBP, EUR/USD, FTSE 100, S and P 500, Dow Jones, DAX and CAC 40 series. The article observes a close connection between values of the introduced measure and volume of crisis phenomena, which took place in relevant period of time. It gives a characteristics of main economic crises for the period 2001 – 2003 with the aim of comparison of real events and specific features of dynamics of the measure of synchronisation as a precursor of crisis phenomena.

Dynamical Mechanism of Scaling Behaviors in Multifractal Structure

Science.gov (United States)

Kim, Kyungsik; Jung, Jae Won; Kim, Soo Yong

2010-03-01

The pattern of stone distribution in the game of Go (Baduk, Weiqi, or Igo) can be treated in the mathematical and physical languages of multifractals. The concepts of fractals and multifractals have relevance to many fields of science and even arts. A significant and fascinating feature of this approach is that it provides a proper interpretation for the pattern of the two-colored (black and white) stones in terms of the numerical values of the generalized dimension and the scaling exponent. For our case, these statistical quantities can be estimated numerically from the black, white, and mixed stones, assuming the excluded edge effect that the cell form of the Go game has the self-similar structure. The result from the multifractal structure allows us to find a definite and reliable fractal dimension, and it precisely verifies that the fractal dimension becomes larger, as the cell of grids increases. We also find the strength of multifractal structures from the difference in the scaling exponents in the black, white, and mixed stones.

Characterizing Detrended Fluctuation Analysis of multifractional Brownian motion

Science.gov (United States)

Setty, V. A.; Sharma, A. S.

2015-02-01

The Hurst exponent (H) is widely used to quantify long range dependence in time series data and is estimated using several well known techniques. Recognizing its ability to remove trends the Detrended Fluctuation Analysis (DFA) is used extensively to estimate a Hurst exponent in non-stationary data. Multifractional Brownian motion (mBm) broadly encompasses a set of models of non-stationary data exhibiting time varying Hurst exponents, H(t) as against a constant H. Recently, there has been a growing interest in time dependence of H(t) and sliding window techniques have been used to estimate a local time average of the exponent. This brought to fore the ability of DFA to estimate scaling exponents in systems with time varying H(t) , such as mBm. This paper characterizes the performance of DFA on mBm data with linearly varying H(t) and further test the robustness of estimated time average with respect to data and technique related parameters. Our results serve as a bench-mark for using DFA as a sliding window estimator to obtain H(t) from time series data.

Investigation of using wavelet analysis for classifying pattern of cyclic voltammetry signals

Science.gov (United States)

Jityen, Arthit; Juagwon, Teerasak; Jaisuthi, Rawat; Osotchan, Tanakorn

2017-09-01

Wavelet analysis is an excellent technique for data processing analysis based on linear vector algebra since it has an ability to perform local analysis and is able to analyze an unspecific localized area of a large signal. In this work, the wavelet analysis of cyclic waveform was investigated in order to find the distinguishable feature from the cyclic data. The analyzed wavelet coefficients were proposed to be used as selected cyclic feature parameters. The cyclic voltammogram (CV) of different electrodes consisting of carbon nanotube (CNT) and several types of metal phthalocyanine (MPc) including CoPc, FePc, ZnPc and MnPc powders was used as several sets of cyclic data for various types of coffee. The mixture powder was embedded in a hollow Teflon rod and used as working electrodes. Electrochemical response of the fabricated electrodes in Robusta, blend coffee I, blend coffee II, chocolate malt and cocoa at the same concentrations was measured with scanning rate of 0.05V/s from -1.5 to 1.5V respectively to Ag/AgCl electrode for five scanning loops. The CV of blended CNT electrode with some MPc electrodes indicated the ionic interaction which can be the effect of catalytic oxidation of saccharides and/or polyphenol on the sensor surface. The major information of CV response can be extracted by using several mother wavelet families viz. daubechies (dB1 to dB3), coiflets (coiflet1), biorthogonal (Bior1.1) and symlets (sym2) and then the discrimination of these wavelet coefficients of each data group can be separated by principal component analysis (PCA). The PCA results indicated the clearly separate groups with total contribution more than 62.37% representing from PC1 and PC2.

Wavelet time-frequency analysis of accelerating and decelerating flows in a tube bank

International Nuclear Information System (INIS)

Indrusiak, M.L.S.; Goulart, J.V.; Olinto, C.R.; Moeller, S.V.

2005-01-01

In the present work, the steady approximation for accelerating and decelerating flows through tube banks is discussed. With this purpose, the experimental study of velocity and pressure fluctuations of transient turbulent cross-flow in a tube bank with square arrangement and a pitch-to-diameter ratio of 1.26 is performed. The Reynolds number at steady-state flow, computed with the tube diameter and the flow velocity in the narrow gap between the tubes, is 8 x 10 4 . Air is the working fluid. The accelerating and decelerating transients are obtained by means of start and stop of the centrifugal blower. Wavelet and wavelet packet multiresolution analysis were applied to decompose the signal in frequency intervals, using Daubechies 20 wavelet and scale functions, thus allowing the analysis of phenomena in a time-frequency domain. The continuous wavelet transform was also applied, using the Morlet function. The signals in the steady state, which presented a bistable behavior, were separated in two modes and analyzed with usual statistic tools. The results were compared with the steady-state assumption, demonstrating the ability of wavelets for analyzing time varying signals

Certain problems concerning wavelets and wavelets packets

Energy Technology Data Exchange (ETDEWEB)

Siddiqi, A H

1995-09-01

Wavelets is the outcome of the synthesis of ideas that have emerged in different branches of science and technology, mainly in the last decade. The concept of wavelet packets, which are superpositions of wavelets, has been introduced a couple of years ago. They form bases which retain many properties of wavelets like orthogonality, smoothness and localization. The Walsh orthornomal system is a special case of wavelet packet. The wavelet packets provide at our disposal a library of orthonormal bases, each of which can be used to analyze a given signal of finite energy. The optimal choice is decided by the entropy criterion. In the present paper we discuss results concerning convergence, coefficients, and approximation of wavelet packets series in general and wavelets series in particular. Wavelet packet techniques for solutions of differential equations are also mentioned. (author). 117 refs.

Certain problems concerning wavelets and wavelets packets

International Nuclear Information System (INIS)

Siddiqi, A.H.

1995-09-01

Wavelets is the outcome of the synthesis of ideas that have emerged in different branches of science and technology, mainly in the last decade. The concept of wavelet packets, which are superpositions of wavelets, has been introduced a couple of years ago. They form bases which retain many properties of wavelets like orthogonality, smoothness and localization. The Walsh orthornomal system is a special case of wavelet packet. The wavelet packets provide at our disposal a library of orthonormal bases, each of which can be used to analyze a given signal of finite energy. The optimal choice is decided by the entropy criterion. In the present paper we discuss results concerning convergence, coefficients, and approximation of wavelet packets series in general and wavelets series in particular. Wavelet packet techniques for solutions of differential equations are also mentioned. (author). 117 refs

Investigations of homologous disaccharides by elastic incoherent neutron scattering and wavelet multiresolution analysis

Energy Technology Data Exchange (ETDEWEB)

Magazù, S.; Migliardo, F. [Dipartimento di Fisica e di Scienze della Terra dell’, Università degli Studi di Messina, Viale F. S. D’Alcontres 31, 98166 Messina (Italy); Vertessy, B.G. [Institute of Enzymology, Hungarian Academy of Science, Budapest (Hungary); Caccamo, M.T., E-mail: maccamo@unime.it [Dipartimento di Fisica e di Scienze della Terra dell’, Università degli Studi di Messina, Viale F. S. D’Alcontres 31, 98166 Messina (Italy)

2013-10-16

Highlights: • Innovative multiresolution wavelet analysis of elastic incoherent neutron scattering. • Elastic Incoherent Neutron Scattering measurements on homologues disaccharides. • EINS wavevector analysis. • EINS temperature analysis. - Abstract: In the present paper the results of a wavevector and thermal analysis of Elastic Incoherent Neutron Scattering (EINS) data collected on water mixtures of three homologous disaccharides through a wavelet approach are reported. The wavelet analysis allows to compare both the spatial properties of the three systems in the wavevector range of Q = 0.27 Å{sup −1} ÷ 4.27 Å{sup −1}. It emerges that, differently from previous analyses, for trehalose the scalograms are constantly lower and sharper in respect to maltose and sucrose, giving rise to a global spectral density along the wavevector range markedly less extended. As far as the thermal analysis is concerned, the global scattered intensity profiles suggest a higher thermal restrain of trehalose in respect to the other two homologous disaccharides.

Wavelets in scientific computing

DEFF Research Database (Denmark)

Nielsen, Ole Møller

1998-01-01

the FWT can be used as a front-end for efficient image compression schemes. Part II deals with vector-parallel implementations of several variants of the Fast Wavelet Transform. We develop an efficient and scalable parallel algorithm for the FWT and derive a model for its performance. Part III...... supported wavelets in the context of multiresolution analysis. These wavelets are particularly attractive because they lead to a stable and very efficient algorithm, namely the fast wavelet transform (FWT). We give estimates for the approximation characteristics of wavelets and demonstrate how and why...... is an investigation of the potential for using the special properties of wavelets for solving partial differential equations numerically. Several approaches are identified and two of them are described in detail. The algorithms developed are applied to the nonlinear Schrödinger equation and Burgers' equation...

Protein structure analysis using the resonant recognition model and wavelet transforms

International Nuclear Information System (INIS)

Fang, Q.; Cosic, I.

1998-01-01

An approach based on the resonant recognition model and the discrete wavelet transform is introduced here for characterising proteins' biological function. The protein sequence is converted into a numerical series by assigning the electron-ion interaction potential to each amino acid from N-terminal to C-terminal. A set of peaks is found after performing a wavelet transform onto a numerical series representing a group of homologous proteins. These peaks are related to protein structural and functional properties and named characteristic vector of that protein group. Further more, the amino acids contributing mostly to a protein's biological functions, the so-called 'hot spots' amino acids, are predicted by the continuous wavelet transform. It is found that the hot spots are clustered around the protein's cleft structure. The wavelets approach provides a novel methods for amino acid sequence analysis as well as an expansion for the newly established macromolecular interaction model: the resonant recognition model. Copyright (1998) Australasian Physical and Engineering Sciences in Medicine

Wavelet Statistical Analysis of Low-Latitude Geomagnetic Measurements

Science.gov (United States)

Papa, A. R.; Akel, A. F.

2009-05-01

Following previous works by our group (Papa et al., JASTP, 2006), where we analyzed a series of records acquired at the Vassouras National Geomagnetic Observatory in Brazil for the month of October 2000, we introduced a wavelet analysis for the same type of data and for other periods. It is well known that wavelets allow a more detailed study in several senses: the time window for analysis can be drastically reduced if compared to other traditional methods (Fourier, for example) and at the same time allow an almost continuous accompaniment of both amplitude and frequency of signals as time goes by. This advantage brings some possibilities for potentially useful forecasting methods of the type also advanced by our group in previous works (see for example, Papa and Sosman, JASTP, 2008). However, the simultaneous statistical analysis of both time series (in our case amplitude and frequency) is a challenging matter and is in this sense that we have found what we consider our main goal. Some possible trends for future works are advanced.

Wavelets a tutorial in theory and applications

CERN Document Server

1992-01-01

Wavelets: A Tutorial in Theory and Applications is the second volume in the new series WAVELET ANALYSIS AND ITS APPLICATIONS. As a companion to the first volume in this series, this volume covers several of the most important areas in wavelets, ranging from the development of the basic theory such as construction and analysis of wavelet bases to an introduction of some of the key applications, including Mallat's local wavelet maxima technique in second generation image coding. A fairly extensive bibliography is also included in this volume.Key Features* Covers several of the

Wavelets in physics

CERN Document Server

Fang, Li-Zhi

1998-01-01

Recent advances have shown wavelets to be an effective, and even necessary, mathematical tool for theoretical physics. This book is a timely overview of the progress of this new frontier. It includes an introduction to wavelet analysis, and applications in the fields of high energy physics, astrophysics, cosmology and statistical physics. The topics are selected for the interests of physicists and graduate students of theoretical studies. It emphasizes the need for wavelets in describing and revealing structure in physical problems, which is not easily accomplishing by other methods.

The Multifractal Structure of Small-Scale Artificial Ionospheric Turbulence

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Vybornov F. I.

2013-03-01

Full Text Available We present the results of investigation of a multifractal structure of the artificial ionospheric turbulence when the midlatitude ionosphere is affected by high-power radio waves. The experimental studies were performed on the basis of the SURA heating facility with the help of radio sounding of the disturbed region of ionospheric plasma by signals from the Earth’s orbital satellities. In the case of vertical radio sounding of the disturbed ionosphere region, the measured multipower and generalized multifractal spectra of turbulence coincide well with similar multifractal characteristics of the ionosperic turbulence under the natural conditions. In the case of oblique sounding of the disturbance region at small angles between the line of sight to the satellite and the direction of the Earth’s magnetic field, a nonuniform structure of the small-scale turbulence with a relatively narrow multipower spectrum and small variations in the generalized multifractal spectrum of the electron density was detected.

Wavelet analysis of the impedance cardiogram waveforms

Science.gov (United States)

Podtaev, S.; Stepanov, R.; Dumler, A.; Chugainov, S.; Tziberkin, K.

2012-12-01

Impedance cardiography has been used for diagnosing atrial and ventricular dysfunctions, valve disorders, aortic stenosis, and vascular diseases. Almost all the applications of impedance cardiography require determination of some of the characteristic points of the ICG waveform. The ICG waveform has a set of characteristic points known as A, B, E ((dZ/dt)max) X, Y, O and Z. These points are related to distinct physiological events in the cardiac cycle. Objective of this work is an approbation of a new method of processing and interpretation of the impedance cardiogram waveforms using wavelet analysis. A method of computer thoracic tetrapolar polyrheocardiography is used for hemodynamic registrations. Use of original wavelet differentiation algorithm allows combining filtration and calculation of the derivatives of rheocardiogram. The proposed approach can be used in clinical practice for early diagnostics of cardiovascular system remodelling in the course of different pathologies.

Wavelet analysis of the impedance cardiogram waveforms

International Nuclear Information System (INIS)

Podtaev, S; Stepanov, R; Dumler, A; Chugainov, S; Tziberkin, K

2012-01-01

Impedance cardiography has been used for diagnosing atrial and ventricular dysfunctions, valve disorders, aortic stenosis, and vascular diseases. Almost all the applications of impedance cardiography require determination of some of the characteristic points of the ICG waveform. The ICG waveform has a set of characteristic points known as A, B, E ((dZ/dt) max ) X, Y, O and Z. These points are related to distinct physiological events in the cardiac cycle. Objective of this work is an approbation of a new method of processing and interpretation of the impedance cardiogram waveforms using wavelet analysis. A method of computer thoracic tetrapolar polyrheocardiography is used for hemodynamic registrations. Use of original wavelet differentiation algorithm allows combining filtration and calculation of the derivatives of rheocardiogram. The proposed approach can be used in clinical practice for early diagnostics of cardiovascular system remodelling in the course of different pathologies.

Study on multi-fractal fault diagnosis based on EMD fusion in hydraulic engineering

International Nuclear Information System (INIS)

Lu, Shibao; Wang, Jianhua; Xue, Yangang

2016-01-01

Highlights: • The measured shafting vibration data signal of the hydroelectric generating set is acquired through EMD. • The vibration signal waveform is identified and purified with EMD to obtain approximation coefficient of various fault signals. • The multi-fractal spectrum provides the distributed geometrical or probabilistic information of point. • EMD provides the real information for the next subsequent analysis and recognition. - Abstract: The vibration signal analysis of the hydraulic turbine unit aims at extracting the characteristic information of the unit vibration. The effective signal processing and information extraction are the key to state monitoring and fault diagnosis of the hydraulic turbine unit. In this paper, the vibration fault diagnosis model is established, which combines EMD, multi-fractal spectrum and modified BP neural network; the vibration signal waveform is identified and purified with EMD to obtain approximation coefficient of various fault signals; the characteristic vector of the vibration fault is acquired with the multi-fractal spectrum algorithm, which is classified and identified as input vector of BP neural network. The signal characteristics are extracted through the waveform, the diagnosis and identification are carried out in combination of the multi-fractal spectrum to provide a new method for fault diagnosis of the hydraulic turbine unit. After the application test, the results show that the method can improve the intelligence and humanization of diagnosis, enhance the man–machine interaction, and produce satisfactory identification result.

Wavelet analysis as a tool to characteriseand remove environmental noisefrom self-potential time series

OpenAIRE

Chianese, D.; Colangelo, G.; D'Emilio, M.; Lanfredi, M.; Lapenna, V.; Ragosta, M.; Macchiato, M. F.

2004-01-01

Multiresolution wavelet analysis of self-potential signals and rainfall levels is performed for extracting fluctuations in electrical signals, which might be addressed to meteorological variability. In the time-scale domain of the wavelet transform, rain data are used as markers to single out those wavelet coefficients of the electric signal which can be considered relevant to the environmental disturbance. Then these coefficients are filtered out and the signal is recovered by anti...

A quality quantitative method of silicon direct bonding based on wavelet image analysis

Science.gov (United States)

Tan, Xiao; Tao, Zhi; Li, Haiwang; Xu, Tiantong; Yu, Mingxing

2018-04-01

The rapid development of MEMS (micro-electro-mechanical systems) has received significant attention from researchers in various fields and subjects. In particular, the MEMS fabrication process is elaborate and, as such, has been the focus of extensive research inquiries. However, in MEMS fabrication, component bonding is difficult to achieve and requires a complex approach. Thus, improvements in bonding quality are relatively important objectives. A higher quality bond can only be achieved with improved measurement and testing capabilities. In particular, the traditional testing methods mainly include infrared testing, tensile testing, and strength testing, despite the fact that using these methods to measure bond quality often results in low efficiency or destructive analysis. Therefore, this paper focuses on the development of a precise, nondestructive visual testing method based on wavelet image analysis that is shown to be highly effective in practice. The process of wavelet image analysis includes wavelet image denoising, wavelet image enhancement, and contrast enhancement, and as an end result, can display an image with low background noise. In addition, because the wavelet analysis software was developed with MATLAB, it can reveal the bonding boundaries and bonding rates to precisely indicate the bond quality at all locations on the wafer. This work also presents a set of orthogonal experiments that consist of three prebonding factors, the prebonding temperature, the positive pressure value and the prebonding time, which are used to analyze the prebonding quality. This method was used to quantify the quality of silicon-to-silicon wafer bonding, yielding standard treatment quantities that could be practical for large-scale use.

Lorentz violations in multifractal spacetimes

Energy Technology Data Exchange (ETDEWEB)

Calcagni, Gianluca [Instituto de Estructura de la Materia, CSIC, Madrid (Spain)

2017-05-15

Using the recent observation of gravitational waves (GW) produced by a black-hole merger, we place a lower bound on the energy above which a multifractal spacetime would display an anomalous geometry and, in particular, violations of Lorentz invariance. In the so-called multifractional theory with q-derivatives, we show that the deformation of dispersion relations is much stronger than in generic quantum-gravity approaches (including loop quantum gravity) and, contrary to the latter, present observations on GWs can place very strong bounds on the characteristic scales at which spacetime deviates from standard Minkowski. The energy at which multifractal effects should become apparent is E{sub *} > 10{sup 14} GeV (thus improving previous bounds by 12 orders of magnitude) when the exponents in the measure are fixed to their central value 1 / 2. We also estimate, for the first time, the effect of logarithmic oscillations in the measure (corresponding to a discrete spacetime structure) and find that they do not change much the bounds obtained in their absence, unless the amplitude of the oscillations is fine tuned. This feature, unavailable in known quantum-gravity scenarios, may help the theory to avoid being ruled out by gamma-ray burst (GRB) observations, for which E{sub *} > 10{sup 17} GeV or greater. (orig.)

Experimental study on the crack detection with optimized spatial wavelet analysis and windowing

Science.gov (United States)

Ghanbari Mardasi, Amir; Wu, Nan; Wu, Christine

2018-05-01

In this paper, a high sensitive crack detection is experimentally realized and presented on a beam under certain deflection by optimizing spatial wavelet analysis. Due to the crack existence in the beam structure, a perturbation/slop singularity is induced in the deflection profile. Spatial wavelet transformation works as a magnifier to amplify the small perturbation signal at the crack location to detect and localize the damage. The profile of a deflected aluminum cantilever beam is obtained for both intact and cracked beams by a high resolution laser profile sensor. Gabor wavelet transformation is applied on the subtraction of intact and cracked data sets. To improve detection sensitivity, scale factor in spatial wavelet transformation and the transformation repeat times are optimized. Furthermore, to detect the possible crack close to the measurement boundaries, wavelet transformation edge effect, which induces large values of wavelet coefficient around the measurement boundaries, is efficiently reduced by introducing different windowing functions. The result shows that a small crack with depth of less than 10% of the beam height can be localized with a clear perturbation. Moreover, the perturbation caused by a crack at 0.85 mm away from one end of the measurement range, which is covered by wavelet transform edge effect, emerges by applying proper window functions.

Influence of Age and Aerobic Fitness on the Multifractal Characteristics of Electrocardiographic RR Time-Series

Directory of Open Access Journals (Sweden)

Michael James Lewis

2013-05-01

Full Text Available Multifractal properties of electrocardiographic inter-beat (RR time-series offer insight into its long-term correlation structure, independently of RR variability. Here we quantify multifractal characteristics of RR data during 24-hour diurnal-nocturnal activity in healthy participants. We tested the hypotheses that (1 age, gender and aerobic fitness influence RR multifractal properties, and that (2 these are influenced by circadian variation.Seventy adults (39 males aged 19-58 years and of various fitness levels were monitored using 24-hour ECG. Participants were dichotomised by median age and fitness for sub-group analysis. Gender and fitness were independent of age (p=0.1, p>0.5. Younger/older group ages were substantially different (p<0.0005 and were independent of gender and fitness. Multifractality was quantified using the probability spectrum of Hölder exponents (h, from which modal h (h* and the full-width and half-widths at half-maximum measures (FWHM, HWHM+ and HWHM- were derived. FWHM decreased (p=0.004 and h* increased (p=0.011 in older people, indicating diminished long-range RR correlations and weaker anti-persistent behavior. Anti-persistent correlation (h* was strongest in the youngest/fittest individuals and weakest in the oldest/least fit individuals (p=0.015. Long-range correlation (HWHM+/FWHM was strongest in the fittest males and weakest in the least fit females (p=0.007-0.033.Multifractal RR characteristics in our healthy participants showed strong age-dependence with diminished long-range anti-persistent correlation in older people. Circadian variation of these characteristics was influenced by fitness and gender: fitter males and females of all ages had the greatest degree of multifractality or long-range order. Multifractal characterisation appears to be a useful method for exploring the physiological basis of long-term correlation structure in RR time-series as well as the benefits thereon of physical fitness training.

Wavelet theory and its applications

Energy Technology Data Exchange (ETDEWEB)

Faber, V.; Bradley, JJ.; Brislawn, C.; Dougherty, R.; Hawrylycz, M.

1996-07-01

This is the final report of a three-year, Laboratory-Directed Research and Development (LDRD) project at the Los Alamos National Laboratory (LANL). We investigated the theory of wavelet transforms and their relation to Laboratory applications. The investigators have had considerable success in the past applying wavelet techniques to the numerical solution of optimal control problems for distributed- parameter systems, nonlinear signal estimation, and compression of digital imagery and multidimensional data. Wavelet theory involves ideas from the fields of harmonic analysis, numerical linear algebra, digital signal processing, approximation theory, and numerical analysis, and the new computational tools arising from wavelet theory are proving to be ideal for many Laboratory applications. 10 refs.

Two-dimensional wavelet transform for reliability-guided phase unwrapping in optical fringe pattern analysis.

Science.gov (United States)

Li, Sikun; Wang, Xiangzhao; Su, Xianyu; Tang, Feng

2012-04-20

This paper theoretically discusses modulus of two-dimensional (2D) wavelet transform (WT) coefficients, calculated by using two frequently used 2D daughter wavelet definitions, in an optical fringe pattern analysis. The discussion shows that neither is good enough to represent the reliability of the phase data. The differences between the two frequently used 2D daughter wavelet definitions in the performance of 2D WT also are discussed. We propose a new 2D daughter wavelet definition for reliability-guided phase unwrapping of optical fringe pattern. The modulus of the advanced 2D WT coefficients, obtained by using a daughter wavelet under this new daughter wavelet definition, includes not only modulation information but also local frequency information of the deformed fringe pattern. Therefore, it can be treated as a good parameter that represents the reliability of the retrieved phase data. Computer simulation and experimentation show the validity of the proposed method.

Multifractal features of spot rates in the Liquid Petroleum Gas shipping market

NARCIS (Netherlands)

Engelen, Steve; Norouzzadeh, Payam; Dullaert, Wout; Rahmani, Bahareh

We investigate for the first time the spot rate dynamics of Very Large Gas Carriers (VLGCs) by means of multifractal detrended fluctuation analysis (MF-DFA) and rescaled range (R/S) analysis. Both non-parametric methods allow for a rigorous statistical analysis of the freight process by detecting

Wavelet-LMS algorithm-based echo cancellers

Science.gov (United States)

Seetharaman, Lalith K.; Rao, Sathyanarayana S.

2002-12-01

This paper presents Echo Cancellers based on the Wavelet-LMS Algorithm. The performance of the Least Mean Square Algorithm in Wavelet transform domain is observed and its application in Echo cancellation is analyzed. The Widrow-Hoff Least Mean Square Algorithm is most widely used algorithm for Adaptive filters that function as Echo Cancellers. The present day communication signals are widely non-stationary in nature and some errors crop up when Least Mean Square Algorithm is used for the Echo Cancellers handling such signals. The analysis of non-stationary signals often involves a compromise between how well transitions or discontinuities can be located. The multi-scale or multi-resolution of signal analysis, which is the essence of wavelet transform, makes Wavelets popular in non-stationary signal analysis. In this paper, we present a Wavelet-LMS algorithm wherein the wavelet coefficients of a signal are modified adaptively using the Least Mean Square Algorithm and then reconstructed to give an Echo-free signal. The Echo Canceller based on this Algorithm is found to have a better convergence and a comparatively lesser MSE (Mean Square error).

EXOPLANETARY DETECTION BY MULTIFRACTAL SPECTRAL ANALYSIS

Energy Technology Data Exchange (ETDEWEB)

Agarwal, Sahil; Wettlaufer, John S. [Program in Applied Mathematics, Yale University, New Haven, CT (United States); Sordo, Fabio Del [Department of Astronomy, Yale University, New Haven, CT (United States)

2017-01-01

Owing to technological advances, the number of exoplanets discovered has risen dramatically in the last few years. However, when trying to observe Earth analogs, it is often difficult to test the veracity of detection. We have developed a new approach to the analysis of exoplanetary spectral observations based on temporal multifractality, which identifies timescales that characterize planetary orbital motion around the host star and those that arise from stellar features such as spots. Without fitting stellar models to spectral data, we show how the planetary signal can be robustly detected from noisy data using noise amplitude as a source of information. For observation of transiting planets, combining this method with simple geometry allows us to relate the timescales obtained to primary and secondary eclipse of the exoplanets. Making use of data obtained with ground-based and space-based observations we have tested our approach on HD 189733b. Moreover, we have investigated the use of this technique in measuring planetary orbital motion via Doppler shift detection. Finally, we have analyzed synthetic spectra obtained using the SOAP 2.0 tool, which simulates a stellar spectrum and the influence of the presence of a planet or a spot on that spectrum over one orbital period. We have demonstrated that, so long as the signal-to-noise-ratio ≥ 75, our approach reconstructs the planetary orbital period, as well as the rotation period of a spot on the stellar surface.

Wavelet analysis of polarization maps of polycrystalline biological fluids networks

Science.gov (United States)

Ushenko, Y. A.

2011-12-01

The optical model of human joints synovial fluid is proposed. The statistic (statistic moments), correlation (autocorrelation function) and self-similar (Log-Log dependencies of power spectrum) structure of polarization two-dimensional distributions (polarization maps) of synovial fluid has been analyzed. It has been shown that differentiation of polarization maps of joint synovial fluid with different physiological state samples is expected of scale-discriminative analysis. To mark out of small-scale domain structure of synovial fluid polarization maps, the wavelet analysis has been used. The set of parameters, which characterize statistic, correlation and self-similar structure of wavelet coefficients' distributions of different scales of polarization domains for diagnostics and differentiation of polycrystalline network transformation connected with the pathological processes, has been determined.

Wavelets in music analysis and synthesis: timbre analysis and perspectives

Science.gov (United States)

Alves Faria, Regis R.; Ruschioni, Ruggero A.; Zuffo, Joao A.

1996-10-01

Music is a vital element in the process of comprehending the world where we live and interact with. Frequency it exerts a subtle but expressive influence over a society's evolution line. Analysis and synthesis of music and musical instruments has always been associated with forefront technologies available at each period of human history, and there is no surprise in witnessing now the use of digital technologies and sophisticated mathematical tools supporting its development. Fourier techniques have been employed for years as a tool to analyze timbres' spectral characteristics, and re-synthesize them from these extracted parameters. Recently many modern implementations, based on spectral modeling techniques, have been leading to the development of new generations of music synthesizers, capable of reproducing natural sounds with high fidelity, and producing novel timbres as well. Wavelets are a promising tool on the development of new generations of music synthesizers, counting on its advantages over the Fourier techniques in representing non-periodic and transient signals, with complex fine textures, as found in music. In this paper we propose and introduce the use of wavelets addressing its perspectives towards musical applications. The central idea is to investigate the capacities of wavelets in analyzing, extracting features and altering fine timbre components in a multiresolution time- scale, so as to produce high quality synthesized musical sounds.

Multifractal analysis of radar rainfall fields over the area of Rome

Directory of Open Access Journals (Sweden)

G. Calenda

2005-01-01

Full Text Available A scale-invariance analysis of space and time rainfall events monitored by meteorological radar over the area of Rome (Italy is proposed. The study of the scale-invariance properties of intense precipitation storms, particularly important in flood forecast and risk mitigation, allows to transfer rainfall information from the large scale predictive meteorological models to the small scale hydrological rainfall-runoff models. Precipitation events are monitored using data collected by the polarimetric Doppler radar Polar 55C (ISAC-CNR, located 15 km Southeast from downtown. The meteorological radar provides the estimates of rainfall intensity over an area of about 10 000 km2 at a resolution of 2×2 km2 in space and 5 min in time. Many precipitation events have been observed from autumn 2001 up to now. A scale-invariance analysis is performed on some of these events with the aim at exploring the multifractal properties and at understanding their dependence on the meteorological large-scale conditions.

Extracting sensitive spectrum bands of rapeseed using multiscale multifractal detrended fluctuation analysis

Science.gov (United States)

Jiang, Shan; Wang, Fang; Shen, Luming; Liao, Guiping; Wang, Lin

2017-03-01

Spectrum technology has been widely used in crop non-destructive testing diagnosis for crop information acquisition. Since spectrum covers a wide range of bands, it is of critical importance to extract the sensitive bands. In this paper, we propose a methodology to extract the sensitive spectrum bands of rapeseed using multiscale multifractal detrended fluctuation analysis. Our obtained sensitive bands are relatively robust in the range of 534 nm-574 nm. Further, by using the multifractal parameter (Hurst exponent) of the extracted sensitive bands, we propose a prediction model to forecast the Soil and plant analyzer development values ((SPAD), often used as a parameter to indicate the chlorophyll content) and an identification model to distinguish the different planting patterns. Three vegetation indices (VIs) based on previous work are used for comparison. Three evaluation indicators, namely, the root mean square error, the correlation coefficient, and the relative error employed in the SPAD values prediction model all demonstrate that our Hurst exponent has the best performance. Four rapeseed compound planting factors, namely, seeding method, planting density, fertilizer type, and weed control method are considered in the identification model. The Youden indices calculated by the random decision forest method and the K-nearest neighbor method show that our Hurst exponent is superior to other three Vis, and their combination for the factor of seeding method. In addition, there is no significant difference among the five features for other three planting factors. This interesting finding suggests that the transplanting and the direct seeding would make a big difference in the growth of rapeseed.

Multifractal analysis for the historic set in topological dynamical systems

International Nuclear Information System (INIS)

Zhou, Xiaoyao; Chen, Ercai

2013-01-01

In this paper the historic set is divided into different level sets and we use topological pressure to describe the size of these level sets. We give an application of these results to dimension theory. Our primary focus is using topological pressure to describe the relative multifractal spectrum of ergodic averages and to give a positive answer to the conjecture posed by Olsen (2003 J. Math. Pures Appl. 82 1591–649). (paper)

A Comparative Analysis for Selection of Appropriate Mother Wavelet for Detection of Stationary Disturbances

Science.gov (United States)

Kamble, Saurabh Prakash; Thawkar, Shashank; Gaikwad, Vinayak G.; Kothari, D. P.

2017-12-01

Detection of disturbances is the first step of mitigation. Power electronics plays a crucial role in modern power system which makes system operation efficient but it also bring stationary disturbances in the power system and added impurities to the supply. It happens because of the non-linear loads used in modern day power system which inject disturbances like harmonic disturbances, flickers, sag etc. in power grid. These impurities can damage equipments so it is necessary to mitigate these impurities present in the supply very quickly. So, digital signal processing techniques are incorporated for detection purpose. Signal processing techniques like fast Fourier transform, short-time Fourier transform, Wavelet transform etc. are widely used for the detection of disturbances. Among all, wavelet transform is widely used because of its better detection capabilities. But, which mother wavelet has to use for detection is still a mystery. Depending upon the periodicity, the disturbances are classified as stationary and non-stationary disturbances. This paper presents the importance of selection of mother wavelet for analyzing stationary disturbances using discrete wavelet transform. Signals with stationary disturbances of various frequencies are generated using MATLAB. The analysis of these signals is done using various mother wavelets like Daubechies and bi-orthogonal wavelets and the measured root mean square value of stationary disturbance is obtained. The measured value obtained by discrete wavelet transform is compared with the exact RMS value of the frequency component and the percentage differences are presented which helps to select optimum mother wavelet.

Blind Component Separation in Wavelet Space: Application to CMB Analysis

Directory of Open Access Journals (Sweden)

J. Delabrouille

2005-09-01

Full Text Available It is a recurrent issue in astronomical data analysis that observations are incomplete maps with missing patches or intentionally masked parts. In addition, many astrophysical emissions are nonstationary processes over the sky. All these effects impair data processing techniques which work in the Fourier domain. Spectral matching ICA (SMICA is a source separation method based on spectral matching in Fourier space designed for the separation of diffuse astrophysical emissions in cosmic microwave background observations. This paper proposes an extension of SMICA to the wavelet domain and demonstrates the effectiveness of wavelet-based statistics for dealing with gaps in the data.

Application of wavelet analysis in optical coherence tomography for obscured pattern recognition

Science.gov (United States)

Buranachai, C.; Thavarungkul, P.; Kanatharanaa, P.; Meglinski, I. V.

2009-12-01

Nowadays the optical coherent tomography (OCT) is one of the most perspective optical diagnostic modalities widely used for non-invasive imaging of the internal structure of various complex turbid media from a range of composite materials to biological tissues. OCT has been attracting a great amount of attention due to its effective capability rejecting multiple scattering. However, for highly scattered composite structures the multiple scattering still remains a factor limiting OCT to the quasi-ballistic regime. In order to enhance the OCT imaging capabilities and reduce the statistical noise associated with the multiple scattering the wavelet analysis has been applied. The wavelet analysis has been used to decompose the OCT images of printed stripes covered by a highly scattered and not transparent layer of white correction tape. The obtained results demonstrate a significant reduction of speckle noise background and enhancement of OCT images of the obscured patterns. This likely to be enabled extending the applicability of the combined OCT-wavelet decomposition analysis to investigate sensitive documents, historical artworks and valuable security papers.

Application of wavelet analysis in optical coherence tomography for obscured pattern recognition

International Nuclear Information System (INIS)

Buranachai, C; Thavarungkul, P; Kanatharanaa, P; Meglinski, I V

2009-01-01

Nowadays the optical coherent tomography (OCT) is one of the most perspective optical diagnostic modalities widely used for non-invasive imaging of the internal structure of various complex turbid media from a range of composite materials to biological tissues. OCT has been attracting a great amount of attention due to its effective capability rejecting multiple scattering. However, for highly scattered composite structures the multiple scattering still remains a factor limiting OCT to the quasi-ballistic regime. In order to enhance the OCT imaging capabilities and reduce the statistical noise associated with the multiple scattering the wavelet analysis has been applied. The wavelet analysis has been used to decompose the OCT images of printed stripes covered by a highly scattered and not transparent layer of white correction tape. The obtained results demonstrate a significant reduction of speckle noise background and enhancement of OCT images of the obscured patterns. This likely to be enabled extending the applicability of the combined OCT-wavelet decomposition analysis to investigate sensitive documents, historical artworks and valuable security papers

Discovering Wavelets

CERN Document Server

Aboufadel, Edward

1999-01-01

An accessible and practical introduction to wavelets. With applications in image processing, audio restoration, seismology, and elsewhere, wavelets have been the subject of growing excitement and interest over the past several years. Unfortunately, most books on wavelets are accessible primarily to research mathematicians. Discovering Wavelets presents basic and advanced concepts of wavelets in a way that is accessible to anyone with only a fundamental knowledge of linear algebra. The basic concepts of wavelet theory are introduced in the context of an explanation of how the FBI uses wavelets

Wavelet analysis of the seismograms for tsunami warning

Directory of Open Access Journals (Sweden)

A. Chamoli

2010-10-01

Full Text Available The complexity in the tsunami phenomenon makes the available warning systems not much effective in the practical situations. The problem arises due to the time lapsed in the data transfer, processing and modeling. The modeling and simulation needs the input fault geometry and mechanism of the earthquake. The estimation of these parameters and other aprior information increases the utilized time for making any warning. Here, the wavelet analysis is used to identify the tsunamigenesis of an earthquake. The frequency content of the seismogram in time scale domain is examined using wavelet transform. The energy content in high frequencies is calculated and gives a threshold for tsunami warnings. Only first few minutes of the seismograms of the earthquake events are used for quick estimation. The results for the earthquake events of Andaman Sumatra region and other historic events are promising.

Harmonic analysis of electric locomotive and traction power system based on wavelet singular entropy

Science.gov (United States)

Dun, Xiaohong

2018-05-01

With the rapid development of high-speed railway and heavy-haul transport, the locomotive and traction power system has become the main harmonic source of China's power grid. In response to this phenomenon, the system's power quality issues need timely monitoring, assessment and governance. Wavelet singular entropy is an organic combination of wavelet transform, singular value decomposition and information entropy theory, which combines the unique advantages of the three in signal processing: the time-frequency local characteristics of wavelet transform, singular value decomposition explores the basic modal characteristics of data, and information entropy quantifies the feature data. Based on the theory of singular value decomposition, the wavelet coefficient matrix after wavelet transform is decomposed into a series of singular values that can reflect the basic characteristics of the original coefficient matrix. Then the statistical properties of information entropy are used to analyze the uncertainty of the singular value set, so as to give a definite measurement of the complexity of the original signal. It can be said that wavelet entropy has a good application prospect in fault detection, classification and protection. The mat lab simulation shows that the use of wavelet singular entropy on the locomotive and traction power system harmonic analysis is effective.

Nonlinear temperature effects on multifractal complexity of metabolic rate of mice

Directory of Open Access Journals (Sweden)

Fabio A. Labra

2016-10-01

Full Text Available Complex physiological dynamics have been argued to be a signature of healthy physiological function. Here we test whether the complexity of metabolic rate fluctuations in small endotherms decreases with lower environmental temperatures. To do so, we examine the multifractal temporal scaling properties of the rate of change in oxygen consumption r(VO2, in the laboratory mouse Mus musculus, assessing their long range correlation properties across seven different environmental temperatures, ranging from 0 °C to 30 °C. To do so, we applied multifractal detrended fluctuation analysis (MF-DFA, finding that r(VO2 fluctuations show two scaling regimes. For small time scales below the crossover time (approximately 102 s, either monofractal or weak multifractal dynamics are observed depending on whether Ta  15 °C respectively. For larger time scales, r(VO2 fluctuations are characterized by an asymptotic scaling exponent that indicates multifractal anti-persistent or uncorrelated dynamics. For both scaling regimes, a generalization of the multiplicative cascade model provides very good fits for the Renyi exponents τ(q, showing that the infinite number of exponents h(q can be described by only two independent parameters, a and b. We also show that the long-range correlation structure of r(VO2 time series differs from randomly shuffled series, and may not be explained as an artifact of stochastic sampling of a linear frequency spectrum. These results show that metabolic rate dynamics in a well studied micro-endotherm are consistent with a highly non-linear feedback control system.

Wavelets and multiscale signal processing

CERN Document Server

Cohen, Albert

1995-01-01

Since their appearance in mid-1980s, wavelets and, more generally, multiscale methods have become powerful tools in mathematical analysis and in applications to numerical analysis and signal processing. This book is based on "Ondelettes et Traitement Numerique du Signal" by Albert Cohen. It has been translated from French by Robert D. Ryan and extensively updated by both Cohen and Ryan. It studies the existing relations between filter banks and wavelet decompositions and shows how these relations can be exploited in the context of digital signal processing. Throughout, the book concentrates on the fundamentals. It begins with a chapter on the concept of multiresolution analysis, which contains complete proofs of the basic results. The description of filter banks that are related to wavelet bases is elaborated in both the orthogonal case (Chapter 2), and in the biorthogonal case (Chapter 4). The regularity of wavelets, how this is related to the properties of the filters and the importance of regularity for t...

Application of wavelet transform to seismic data; Wavelet henkan no jishin tansa eno tekiyo

Energy Technology Data Exchange (ETDEWEB)

Nakagami, K; Murayama, R; Matsuoka, T [Japan National Oil Corp., Tokyo (Japan)

1996-05-01

Introduced herein is the use of the wavelet transform in the field of seismic exploration. Among applications so far made, there are signal filtering, break point detection, data compression, and the solution of finite differential equations in the wavelet domain. In the field of data compression in particular, some examples of practical application have been introduced already. In seismic exploration, it is expected that the wavelet transform will separate signals and noises in data in a way different from the Fourier transform. The continuous wavelet transform displays time change in frequency easy to read, but is not suitable for the analysis and processing large quantities of data. On the other hand, the discrete wavelet transform, being an orthogonal transform, can handle large quantities of data. As compared with the conventional Fourier transform that handles only the frequency domain, the wavelet transform handles the time domain as well as the frequency domain, and therefore is more convenient in handling unsteady signals. 9 ref., 8 figs.

MULTIFRACTAL SOLAR EUV INTENSITY FLUCTUATIONS AND THEIR IMPLICATIONS FOR CORONAL HEATING MODELS

Energy Technology Data Exchange (ETDEWEB)

Cadavid, A. C.; Lawrence, J. K.; Christian, D. J. [Department of Physics and Astronomy, California State University Northridge, 18111 Nordhoff Street, Northridge, CA 91330 (United States); Rivera, Y. J. [Department of Climate and Space Sciences, University of Michigan, Ann Arbor, Michigan 48109-2143 (United States); Jennings, P. J. [5174 S. Slauson Avenue, Culver City, CA 90230 (United States); Rappazzo, A. F., E-mail: ana.cadavid@csun.edu [Department of Earth, Planetary and Space Sciences, University of California Los Angeles, Los Angeles, CA 90095 (United States)

2016-11-10

We investigate the scaling properties of the long-range temporal evolution and intermittency of Atmospheric Imaging Assembly/ Solar Dynamics Observatory intensity observations in four solar environments: an active region core, a weak emission region, and two core loops. We use two approaches: the probability distribution function (PDF) of time series increments and multifractal detrended fluctuation analysis (MF-DFA). Noise taints the results, so we focus on the 171 Å waveband, which has the highest signal-to-noise ratio. The lags between pairs of wavebands distinguish between coronal versus transition region (TR) emission. In all physical regions studied, scaling in the range of 15–45 minutes is multifractal, and the time series are anti-persistent on average. The degree of anti-correlation in the TR time series is greater than that for coronal emission. The multifractality stems from long-term correlations in the data rather than the wide distribution of intensities. Observations in the 335 Å waveband can be described in terms of a multifractal with added noise. The multiscaling of the extreme-ultraviolet data agrees qualitatively with the radiance from a phenomenological model of impulsive bursts plus noise, and also from ohmic dissipation in a reduced magnetohydrodynamic model for coronal loop heating. The parameter space must be further explored to seek quantitative agreement. Thus, the observational “signatures” obtained by the combined tests of the PDF of increments and the MF-DFA offer strong constraints that can systematically discriminate among models for coronal heating.

Statistical and Multifractal Evaluation of Soil Compaction in a Vineyard

Science.gov (United States)

Marinho, M.; Raposo, J. R.; Mirás Avalos, J. M.; Paz González, A.

2012-04-01

One of the detrimental effects caused by agricultural machines is soil compaction, which can be defined by an increase in soil bulk density. Soil compaction often has a negative impact on plant growth, since it reduces the macroporosity and soil permeability and increases resistance to penetration. Our research explored the effect of the agricultural machinery on soil when trafficking through a vineyard at a small spatial scale, based on the evaluation of the soil compaction status. The objectives of this study were: i) to quantify soil bulk density along transects following wine row, wheel track and outside track, and, ii) to characterize the variability of the bulk density along these transects using multifractal analysis. The field work was conducted at the experimental farm of EVEGA (Viticulture and Enology Centre of Galicia) located in Ponte San Clodio, Leiro, Orense, Spain. Three parallel transects were marked on positions with contrasting machine traffic effects, i.e. vine row, wheel-track and outside-track. Undisturbed samples were collected in 16 points of each transect, spaced 0.50 m apart, for bulk density determination using the cylinder method. Samples were taken in autumn 2011, after grape harvest. Since soil between vine rows was tilled and homogenized beginning spring 2011, cumulative effects of traffic during the vine growth period could be evaluated. The distribution patterns of soil bulk density were characterized by multifractal analysis carried out by the method of moments. Multifractality was assessed by several indexes derived from the mass exponent, τq, the generalized dimension, Dq, and the singularity spectrum, f(α), curves. Mean soil bulk density values determined for vine row, outside-track and wheel-track transects were 1.212 kg dm-3, 1.259 kg dm-3and 1.582 kg dm-3, respectively. The respective coefficients of variation (CV) for these three transects were 7.76%, 4.82% and 2.03%. Therefore mean bulk density under wheel-track was 30

Wavelet Transforms: Application to Data Analysis - I -10 ...

Indian Academy of Sciences (India)

from 0 to 00, whereas translation index k takes values from -00 .... scaling function in any wavelet basis set. ..... sets derived from diverse sources like stock market, cos- ... [4] G B Folland, From Calculus to Wavelets: A New Mathematical Tech-.

Multifractal analysis of vertical total electron content (VTEC at equatorial region and low latitude, during low solar activity

Directory of Open Access Journals (Sweden)

M. J. A. Bolzan

2013-01-01

Full Text Available This paper analyses the multifractal aspects of the GPS data (measured during a period of low solar activity obtained from two Brazilian stations: Belém (01.3° S, 48.3° W and São José dos Campos (SJC (23.2° S, 45.9° W. The results show that the respective geographic sites show important scaling differences as well as similarities when their multifractal signatures for vertical total electron content (VTEC are compared. The f(α spectra have a narrow shape for great scales, which indicates the predominance of deterministic phenomena, such as solar rotation (27 days over intermittent phenomena. Furthermore, the f(α spectra for both sites have a strong multifractality degree at small scales. This strong multifractality degree observed at small scales (1 to 12 h at both sites is because the ionosphere over Brazil is a non-equilibrium system. The differences found were that Belém presented a stronger multifractality at small scales (1 h to 12 h compared with SJC, particularly in 2006. The reason for this behaviour may be associated with the location of Belém, near the geomagnetic equator, where at this location the actions of X-rays, ultraviolet, and another wavelength from the Sun are more direct, strong, and constant throughout the whole year. Although the SJC site is near ionospheric equatorial anomaly (IEA peaks, this interpretation could explain the higher values found for the intermittent parameter μ for Belém compared with SJC. Belém also showed the presence of one or two flattening regions for f(α spectra at the same scales mentioned before. These differences and similarities also were interpreted in terms of the IEA content, where this phenomenon is an important source of intermittence due the presence of the VTEC peaks at ±20° geomagnetic latitudes.

Regularities of Multifractal Measures

Indian Academy of Sciences (India)

First, we prove the decomposition theorem for the regularities of multifractal Hausdorff measure and packing measure in R R d . This decomposition theorem enables us to split a set into regular and irregular parts, so that we can analyze each separately, and recombine them without affecting density properties. Next, we ...

Multifractal Approach to Time Clustering of Earthquakes. Application to Mt. Vesuvio Seismicity

Science.gov (United States)

Codano, C.; Alonzo, M. L.; Vilardo, G.

The clustering structure of the Vesuvian earthquakes occurring is investigated by means of statistical tools: the inter-event time distribution, the running mean and the multifractal analysis. The first cannot clearly distinguish between a Poissonian process and a clustered one due to the difficulties of clearly distinguishing between an exponential distribution and a power law one. The running mean test reveals the clustering of the earthquakes, but looses information about the structure of the distribution at global scales. The multifractal approach can enlighten the clustering at small scales, while the global behaviour remains Poissonian. Subsequently the clustering of the events is interpreted in terms of diffusive processes of the stress in the earth crust.

Cross dynamics of oil-stock interactions: A redundant wavelet analysis

International Nuclear Information System (INIS)

Jammazi, Rania

2012-01-01

The main aim of the present paper is to explore how the interactions between crude oil (CO) price changes and stock returns of five developed countries namely U.S.A, Canada, Germany, Japan and U.K., evolve simultaneously over time and frequency, in light of the conflicting evidence provided by much of recent studies on the sign and the direction of this relationship. To this end, we apply a more efficient wavelet tool, namely Haar à trous wavelet transform that helps circumvent the problems of the standard regression techniques and proves its effectiveness in encircling the real data features. In order to provide more credible conclusions, the wavelet variance, correlation and cross-correlation are implemented. In general, we extend the existing empirical works by providing more generalized and convincing results inherent to the stock-oil markets interactions which are usually reputed to be complicated. First, we find evidence that the wavelet variances of all the variables decrease with increasing scales. Second, from the analysis of the wavelet correlation, changes in CO and almost all the stock prices do not move together up to the intermediate scale, but since they abruptly shift their direction in unison. Third, results for the wavelet CCF at scales 2, 3 and/or 4 generally illustrate no transmission mechanism between CO and the stock market returns although we provide support for massive CO variations at these scales. In contrast, the CO-equity market relationships at higher scales become interconnected in a negative unidirectional pattern running from CO to stock market returns for only two oil importing countries but also Canada. For oil exporting countries, we have seen that while highly transient (scale 1) positive/negative causalities flowing from TSX stock market to CO changes are detected, highly persistent (scale 6) positive causality running from FTSE to the CO changes are rather found. Finally, the implications of the study's results vary depending

Early detection of rogue waves by the wavelet transforms

International Nuclear Information System (INIS)

Bayındır, Cihan

2016-01-01

Highlights: • The advantages of wavelet analysis over the Fourier analysis for the early detection of rogue waves are discussed. • The triangular wavelet spectra can be detected at early stages of the development of rogue waves. • The wavelet analysis is capable of detecting not only the emergence but also the location of a rogue wave. • Wavelet analysis is also capable of predicting the characteristic distances between successive rogue waves. - Abstract: We discuss the possible advantages of using the wavelet transform over the Fourier transform for the early detection of rogue waves. We show that the triangular wavelet spectra of the rogue waves can be detected at early stages of the development of rogue waves in a chaotic wave field. Compared to the Fourier spectra, the wavelet spectra are capable of detecting not only the emergence of a rogue wave but also its possible spatial (or temporal) location. Due to this fact, wavelet transform is also capable of predicting the characteristic distances between successive rogue waves. Therefore multiple simultaneous breaking of the successive rogue waves on ships or on the offshore structures can be predicted and avoided by smart designs and operations.

Early detection of rogue waves by the wavelet transforms

Energy Technology Data Exchange (ETDEWEB)

Bayındır, Cihan, E-mail: cihan.bayindir@isikun.edu.tr

2016-01-08

Highlights: • The advantages of wavelet analysis over the Fourier analysis for the early detection of rogue waves are discussed. • The triangular wavelet spectra can be detected at early stages of the development of rogue waves. • The wavelet analysis is capable of detecting not only the emergence but also the location of a rogue wave. • Wavelet analysis is also capable of predicting the characteristic distances between successive rogue waves. - Abstract: We discuss the possible advantages of using the wavelet transform over the Fourier transform for the early detection of rogue waves. We show that the triangular wavelet spectra of the rogue waves can be detected at early stages of the development of rogue waves in a chaotic wave field. Compared to the Fourier spectra, the wavelet spectra are capable of detecting not only the emergence of a rogue wave but also its possible spatial (or temporal) location. Due to this fact, wavelet transform is also capable of predicting the characteristic distances between successive rogue waves. Therefore multiple simultaneous breaking of the successive rogue waves on ships or on the offshore structures can be predicted and avoided by smart designs and operations.

RAINFALL ANALYSIS IN KLANG RIVER BASIN USING CONTINUOUS WAVELET TRANSFORM

Directory of Open Access Journals (Sweden)

Celso A. G. Santos

2016-01-01

Full Text Available The rainfall characteristics within Klang River basin is analyzed by the continuous wavelet transform using monthly rainfall data (1997–2009 from a raingauge and also using daily rainfall data (1998–2013 from the Tropical Rainfall Measuring Mission (TRMM. The wavelet power spectrum showed that some frequency components were presented within the rainfall time series, but the observed time series is short to provide accurate information, thus the daily TRMM rainfall data were used. In such analysis, two main frequency components, i.e., 6 and 12 months, showed to be present during the entire period of 16 years. Such semiannual and annual frequencies were confirmed by the global wavelet power spectra. Finally, the modulation in the 8–16-month and 256– 512-day bands were examined by an average of all scales between 8 and 16 months, and 256 and 512 days, respectively, giving a measure of the average monthly/daily variance versus time, where the periods with low or high variance could be identified.

POWER SYSTEM PLANNING USING ANN WITH FUZZY LOGIC AND WAVELET ANALYSIS

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V. Dharma Dharshin

2016-10-01

Full Text Available The electricity load required for the forthcoming years are predetermined by means of power system planning. Accuracy is the crucial factor that must be taken care of in the power system planning. Electricity is generally volatile, that is it changes and hence appropriate estimation must be done without leading to overestimation or underestimation. The aim of the project is to do appropriate power estimation with the help of the economic factors. The 9 input factors used are GDP, industry, imports, CO2 emission, exports, services, manufacturing, population, per capita consumption. The proposed methodology is done by means of Neural Network concept and Wavelet Analysis. Regression Analysis is also performed and the comparisons are done using Fuzzy Logic. The nonlinear model, Artificial Neural Network and the Wavelet Analysis are found to be more accurate and effective.

Melodic pattern discovery by structural analysis via wavelets and clustering techniques

DEFF Research Database (Denmark)

Velarde, Gissel; Meredith, David

We present an automatic method to support melodic pattern discovery by structural analysis of symbolic representations by means of wavelet analysis and clustering techniques. In previous work, we used the method to recognize the parent works of melodic segments, or to classify tunes into tune......-means to cluster melodic segments into groups of measured similarity and obtain a raking of the most prototypical melodic segments or patterns and their occurrences. We test the method on the JKU Patterns Development Database and evaluate it based on the ground truth defined by the MIREX 2013 Discovery of Repeated...... Themes & Sections task. We compare the results of our method to the output of geometric approaches. Finally, we discuss about the relevance of our wavelet-based analysis in relation to structure, pattern discovery, similarity and variation, and comment about the considerations of the method when used...

Multifractal properties of diffusion-limited aggregates and random multiplicative processes

International Nuclear Information System (INIS)

Canessa, E.

1991-04-01

We consider the multifractal properties of irreversible diffusion-limited aggregation (DLA) from the point of view of the self-similarity of fluctuations in random multiplicative processes. In particular we analyse the breakdown of multifractal behaviour and phase transition associated with the negative moments of the growth probabilities in DLA. (author). 20 refs, 5 figs

Nondestructive Damage Assessment of Composite Structures Based on Wavelet Analysis of Modal Curvatures: State-of-the-Art Review and Description of Wavelet-Based Damage Assessment Benchmark

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Andrzej Katunin

2015-01-01

Full Text Available The application of composite structures as elements of machines and vehicles working under various operational conditions causes degradation and occurrence of damage. Considering that composites are often used for responsible elements, for example, parts of aircrafts and other vehicles, it is extremely important to maintain them properly and detect, localize, and identify the damage occurring during their operation in possible early stage of its development. From a great variety of nondestructive testing methods developed to date, the vibration-based methods seem to be ones of the least expensive and simultaneously effective with appropriate processing of measurement data. Over the last decades a great popularity of vibration-based structural testing has been gained by wavelet analysis due to its high sensitivity to a damage. This paper presents an overview of results of numerous researchers working in the area of vibration-based damage assessment supported by the wavelet analysis and the detailed description of the Wavelet-based Structural Damage Assessment (WavStructDamAs Benchmark, which summarizes the author’s 5-year research in this area. The benchmark covers example problems of damage identification in various composite structures with various damage types using numerous wavelet transforms and supporting tools. The benchmark is openly available and allows performing the analysis on the example problems as well as on its own problems using available analysis tools.

Solution of wave-like equation based on Haar wavelet

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Naresh Berwal

2012-11-01

Full Text Available Wavelet transform and wavelet analysis are powerful mathematical tools for many problems. Wavelet also can be applied in numerical analysis. In this paper, we apply Haar wavelet method to solve wave-like equation with initial and boundary conditions known. The fundamental idea of Haar wavelet method is to convert the differential equations into a group of algebraic equations, which involves a finite number or variables. The results and graph show that the proposed way is quite reasonable when compared to exact solution.

Coupled uncertainty provided by a multifractal random walker

International Nuclear Information System (INIS)

Koohi Lai, Z.; Vasheghani Farahani, S.; Movahed, S.M.S.; Jafari, G.R.

2015-01-01

The aim here is to study the concept of pairing multifractality between time series possessing non-Gaussian distributions. The increasing number of rare events creates “criticality”. We show how the pairing between two series is affected by rare events, which we call “coupled criticality”. A method is proposed for studying the coupled criticality born out of the interaction between two series, using the bivariate multifractal random walk (BiMRW). This method allows studying dependence of the coupled criticality on the criticality of each individual system. This approach is applied to data sets of gold and oil markets, and inflation and unemployment. - Highlights: • The coupled criticality between two systems is modeled by the bivariate multifractal random walk. • This coupled criticality is generally directed. • This coupled criticality is inversely proportional to the criticality of either of the systems. • The coupled criticality can emerge when at least one of the systems posses a Gaussian distribution

Harmonic analysis from Fourier to wavelets

CERN Document Server

Pereyra, Maria Cristina

2012-01-01

In the last 200 years, harmonic analysis has been one of the most influential bodies of mathematical ideas, having been exceptionally significant both in its theoretical implications and in its enormous range of applicability throughout mathematics, science, and engineering. In this book, the authors convey the remarkable beauty and applicability of the ideas that have grown from Fourier theory. They present for an advanced undergraduate and beginning graduate student audience the basics of harmonic analysis, from Fourier's study of the heat equation, and the decomposition of functions into sums of cosines and sines (frequency analysis), to dyadic harmonic analysis, and the decomposition of functions into a Haar basis (time localization). While concentrating on the Fourier and Haar cases, the book touches on aspects of the world that lies between these two different ways of decomposing functions: time-frequency analysis (wavelets). Both finite and continuous perspectives are presented, allowing for the introd...

A study of biorthogonal multiple vector-valued wavelets

International Nuclear Information System (INIS)

Han Jincang; Cheng Zhengxing; Chen Qingjiang

2009-01-01

The notion of vector-valued multiresolution analysis is introduced and the concept of biorthogonal multiple vector-valued wavelets which are wavelets for vector fields, is introduced. It is proved that, like in the scalar and multiwavelet case, the existence of a pair of biorthogonal multiple vector-valued scaling functions guarantees the existence of a pair of biorthogonal multiple vector-valued wavelet functions. An algorithm for constructing a class of compactly supported biorthogonal multiple vector-valued wavelets is presented. Their properties are investigated by means of operator theory and algebra theory and time-frequency analysis method. Several biorthogonality formulas regarding these wavelet packets are obtained.

Different Multifractal Scaling of the 0 cm Average Ground Surface Temperature of Four Representative Weather Stations over China

Directory of Open Access Journals (Sweden)

Lei Jiang

2013-01-01

Full Text Available The temporal scaling properties of the daily 0 cm average ground surface temperature (AGST records obtained from four selected sites over China are investigated using multifractal detrended fluctuation analysis (MF-DFA method. Results show that the AGST records at all four locations exhibit strong persistence features and different scaling behaviors. The differences of the generalized Hurst exponents are very different for the AGST series of each site reflecting the different scaling behaviors of the fluctuation. Furthermore, the strengths of multifractal spectrum are different for different weather stations and indicate that the multifractal behaviors vary from station to station over China.

Wavefield analysis in inhomogeneous media by wavelet transform; Wavelet henkan ni yoru fukinshitsu baitai no hadoba kaiseki

Energy Technology Data Exchange (ETDEWEB)

Matsushima, J; Rokugawa, S; Kato, Y [The University of Tokyo, Tokyo (Japan). Faculty of Engineering; Yokota, T; Miyazaki, T [Geological Survey of Japan, Tsukuba (Japan); Ichie, Y [The University of Tokyo, Tokyo (Japan)

1996-10-01

Data processing techniques have been investigated for clarifying structures and physical properties of geothermal reservoirs in the deep underground by seismic exploration using multiple wells. They include the initial motion time-distance tomography, amplitude tomography, diffracted wave tomography, and structure imaging using reflected wave or scattered wave. When applying these data processing methods to observed records, weak and minor signals essentially required are canceled due to averaging the analytical fields. In this study, influence of inhomogeneous media on the wavefield was evaluated. Data were analyzed considering frequency by using wavelet transform by which time-frequency can be easily analyzed. From the time-frequency analysis using wavelet transform, it was illustrated that high frequency scattered waves, generated by scatterer like cracks or by irregularity on the reflection surface, arrive behind direct P-wave and direct S-wave. 5 refs., 8 figs.

A new fractional wavelet transform

Science.gov (United States)

Dai, Hongzhe; Zheng, Zhibao; Wang, Wei

2017-03-01

The fractional Fourier transform (FRFT) is a potent tool to analyze the time-varying signal. However, it fails in locating the fractional Fourier domain (FRFD)-frequency contents which is required in some applications. A novel fractional wavelet transform (FRWT) is proposed to solve this problem. It displays the time and FRFD-frequency information jointly in the time-FRFD-frequency plane. The definition, basic properties, inverse transform and reproducing kernel of the proposed FRWT are considered. It has been shown that an FRWT with proper order corresponds to the classical wavelet transform (WT). The multiresolution analysis (MRA) associated with the developed FRWT, together with the construction of the orthogonal fractional wavelets are also presented. Three applications are discussed: the analysis of signal with time-varying frequency content, the FRFD spectrum estimation of signals that involving noise, and the construction of fractional Harr wavelet. Simulations verify the validity of the proposed FRWT.

Wavelet analysis of interfacial waves in cocurrent two-phase flow in horizontal duct

International Nuclear Information System (INIS)

Kondo, Masaya; Kukita, Yutaka

1996-07-01

Wavelet analysis was applied to spatially-growing interfacial waves in a cocurrent gas/liquid two-phase flow. The wave growth plays a key role in the transition from stratified-wavy to slug flow, which is an important phenomena in many engineering applications. Of particular interest to the present study was the quick growth or decay of particular waves which were observed in experiments together with the general growth of waves with distance in the flow direction. Among the several wavelet functions tested in the present study, the Morlet wavelet and the Gabor function were found to have spectral and spatial resolutions suitable to the analysis of interfacial wave data taken by the authors. The analysis revealed that 1) the spectral components composing the interfacial waves are propagating at different phase velocities which agree to the theoretical velocities of deep-water waves, 2) the group velocity of the waves also agrees to the deep-water theory, and 3) the quick growth and decay of particular waves occur as a result of the superposition of spectral components with different phase velocities. (author)

Visualization of a Turbulent Jet Using Wavelets

Institute of Scientific and Technical Information of China (English)

Hui LI

2001-01-01

An application of multiresolution image analysis to turbulence was investigated in this paper, in order to visualize the coherent structure and the most essential scales governing turbulence. The digital imaging photograph of jet slice was decomposed by two-dimensional discrete wavelet transform based on Daubechies, Coifman and Baylkin bases. The best choice of orthogonal wavelet basis for analyzing the image of the turbulent structures was first discussed. It is found that these orthonormal wavelet families with index N＜10 were inappropriate for multiresolution image analysis of turbulent flow. The multiresolution images of turbulent structures were very similar when using the wavelet basis with the higher index number, even though wavelet bases are different functions. From the image components in orthogonal wavelet spaces with different scales, the further evident of the multi-scale structures in jet can be observed, and the edges of the vortices at different resolutions or scales and the coherent structure can be easily extracted.

Extrapolating cosmic ray variations and impacts on life: Morlet wavelet analysis

Science.gov (United States)

Zarrouk, N.; Bennaceur, R.

2009-07-01

Exposure to cosmic rays may have both a direct and indirect effect on Earth's organisms. The radiation may lead to higher rates of genetic mutations in organisms, or interfere with their ability to repair DNA damage, potentially leading to diseases such as cancer. Increased cloud cover, which may cool the planet by blocking out more of the Sun's rays, is also associated with cosmic rays. They also interact with molecules in the atmosphere to create nitrogen oxide, a gas that eats away at our planet's ozone layer, which protects us from the Sun's harmful ultraviolet rays. On the ground, humans are protected from cosmic particles by the planet's atmosphere. In this paper we give estimated results of wavelet analysis from solar modulation and cosmic ray data incorporated in time-dependent cosmic ray variation. Since solar activity can be described as a non-linear chaotic dynamic system, methods such as neural networks and wavelet methods should be very suitable analytical tools. Thus we have computed our results using Morlet wavelets. Many have used wavelet techniques for studying solar activity. Here we have analysed and reconstructed cosmic ray variation, and we have better depicted periods or harmonics other than the 11-year solar modulation cycles.

Application of Improved Wavelet Thresholding Function in Image Denoising Processing

Directory of Open Access Journals (Sweden)

Hong Qi Zhang

2014-07-01

Full Text Available Wavelet analysis is a time – frequency analysis method, time-frequency localization problems are well solved, this paper analyzes the basic principles of the wavelet transform and the relationship between the signal singularity Lipschitz exponent and the local maxima of the wavelet transform coefficients mold, the principles of wavelet transform in image denoising are analyzed, the disadvantages of traditional wavelet thresholding function are studied, wavelet threshold function, the discontinuity of hard threshold and constant deviation of soft threshold are improved, image is denoised through using the improved threshold function.

USING THE METHODS OF WAVELET ANALYSIS AND SINGULAR SPECTRUM ANALYSIS IN THE STUDY OF RADIO SOURCE BL LAC

OpenAIRE

Donskykh, G. I.; Ryabov, M. I.; Sukharev, A. I.; Aller, M.

2014-01-01

We investigated the monitoring data of extragalactic source BL Lac. This monitoring was held withUniversityofMichigan26-meter radio  telescope. To study flux density of extragalactic source BL Lac at frequencies of 14.5, 8 and 4.8 GHz, the wavelet analysis and singular spectrum analysis were used. Calculating the integral wavelet spectra allowed revealing long-term  components  (~7-8 years) and short-term components (~ 1-4 years) in BL Lac. Studying of VLBI radio maps (by the program Mojave) ...

Exploring functional data analysis and wavelet principal component analysis on ecstasy (MDMA wastewater data

Directory of Open Access Journals (Sweden)

Stefania Salvatore

2016-07-01

Full Text Available Abstract Background Wastewater-based epidemiology (WBE is a novel approach in drug use epidemiology which aims to monitor the extent of use of various drugs in a community. In this study, we investigate functional principal component analysis (FPCA as a tool for analysing WBE data and compare it to traditional principal component analysis (PCA and to wavelet principal component analysis (WPCA which is more flexible temporally. Methods We analysed temporal wastewater data from 42 European cities collected daily over one week in March 2013. The main temporal features of ecstasy (MDMA were extracted using FPCA using both Fourier and B-spline basis functions with three different smoothing parameters, along with PCA and WPCA with different mother wavelets and shrinkage rules. The stability of FPCA was explored through bootstrapping and analysis of sensitivity to missing data. Results The first three principal components (PCs, functional principal components (FPCs and wavelet principal components (WPCs explained 87.5-99.6 % of the temporal variation between cities, depending on the choice of basis and smoothing. The extracted temporal features from PCA, FPCA and WPCA were consistent. FPCA using Fourier basis and common-optimal smoothing was the most stable and least sensitive to missing data. Conclusion FPCA is a flexible and analytically tractable method for analysing temporal changes in wastewater data, and is robust to missing data. WPCA did not reveal any rapid temporal changes in the data not captured by FPCA. Overall the results suggest FPCA with Fourier basis functions and common-optimal smoothing parameter as the most accurate approach when analysing WBE data.

Recognizing emotions from EEG subbands using wavelet analysis.

Science.gov (United States)

Candra, Henry; Yuwono, Mitchell; Handojoseno, Ardi; Chai, Rifai; Su, Steven; Nguyen, Hung T

2015-01-01

Objectively recognizing emotions is a particularly important task to ensure that patients with emotional symptoms are given the appropriate treatments. The aim of this study was to develop an emotion recognition system using Electroencephalogram (EEG) signals to identify four emotions including happy, sad, angry, and relaxed. We approached this objective by firstly investigating the relevant EEG frequency band followed by deciding the appropriate feature extraction method. Two features were considered namely: 1. Wavelet Energy, and 2. Wavelet Entropy. EEG Channels reduction was then implemented to reduce the complexity of the features. The ground truth emotional states of each subject were inferred using Russel's circumplex model of emotion, that is, by mapping the subjectively reported degrees of valence (pleasure) and arousal to the appropriate emotions - for example, an emotion with high valence and high arousal is equivalent to a `happy' emotional state, while low valence and low arousal is equivalent to a `sad' emotional state. The Support Vector Machine (SVM) classifier was then used for mapping each feature vector into corresponding discrete emotions. The results presented in this study indicated thatWavelet features extracted from alpha, beta and gamma bands seem to provide the necessary information for describing the aforementioned emotions. Using the DEAP (Dataset for Emotion Analysis using electroencephalogram, Physiological and Video Signals), our proposed method achieved an average sensitivity and specificity of 77.4% ± 14.1% and 69.1% ± 12.8%, respectively.

A Study of Coherent Structures using Wavelet Analysis

Energy Technology Data Exchange (ETDEWEB)

Kaspersen, J H

1996-05-01

Turbulence is important in many fields of engineering, for example in estimating drag or minimizing drag on surfaces. It is known that turbulent flows contain coherent structures, which implies that a turbulent shear flow can be decomposed into coherent structures and random motion. It is generally accepted that coherent structures are responsible for significant transport of mass, heat and momentum. This doctoral thesis presents and discusses a new algorithm to detect coherent structures based on Wavelet transformations, a transform similar to the Fourier transform but providing information on both frequency and scale. The new detection scheme does not require any predefined threshold or integration time, and its general performance is found to be very good. Wind tunnel experiments were performed to obtain data for analysis. Scalograms resulting from the Wavelet transform show clearly that coherent structures exist in turbulent flows. These structures are shown to contribute considerably to the shear stresses. The contribution from the organized motion to the normal stresses close to the wall appears to be considerably smaller. Direct Navier Stokes (DNS) channel flow seems to be more organized than Zero Pressure Gradient (ZPG) flows. The topology of ZPG flows was studied using a multiple hot wire arrangement and conditionally averaged streamlines based on detections from the Wavelet method are presented. It is shown that the coherent structures produce large amounts of both vorticity and strain at the detection point. 56 refs., 92 figs., 3 tabs.

Modeling Network Traffic in Wavelet Domain

Directory of Open Access Journals (Sweden)

Sheng Ma

2004-12-01

Full Text Available This work discovers that although network traffic has the complicated short- and long-range temporal dependence, the corresponding wavelet coefficients are no longer long-range dependent. Therefore, a "short-range" dependent process can be used to model network traffic in the wavelet domain. Both independent and Markov models are investigated. Theoretical analysis shows that the independent wavelet model is sufficiently accurate in terms of the buffer overflow probability for Fractional Gaussian Noise traffic. Any model, which captures additional correlations in the wavelet domain, only improves the performance marginally. The independent wavelet model is then used as a unified approach to model network traffic including VBR MPEG video and Ethernet data. The computational complexity is O(N for developing such wavelet models and generating synthesized traffic of length N, which is among the lowest attained.

Characterizing water fingering phenomena in soils using magnetic resonance imaging and multifractal theory

Directory of Open Access Journals (Sweden)

A. Posadas

2009-02-01

Full Text Available The study of water movement in soils is of fundamental importance in hydrologic science. It is generally accepted that in most soils, water and solutes flow through unsaturated zones via preferential paths or fingers. This paper combines magnetic resonance imaging (MRI with both fractal and multifractal theory to characterize preferential flow in three dimensions. A cubic double-layer column filled with fine and coarse textured sand was placed into a 500 gauss MRI system. Water infiltration through the column (0.15×0.15×0.15 m³ was recorded in steady state conditions. Twelve sections with a voxel volume of 0.1×0.1×10 mm³ each were obtained and characterized using fractal and multifractal theory. The MRI system provided a detailed description of the preferential flow under steady state conditions and was also useful in understanding the dynamics of the formation of the fingers. The f(α multifractal spectrum was very sensitive to the variation encountered at each horizontally-oriented slice of the column and provided a suitable characterization of the dynamics of the process identifying four spatial domains. In conclusion, MRI and fractal and multifractal analysis were able to characterize and describe the preferential flow process in soils. Used together, the two methods provide a good alternative to study flow transport phenomena in soils and in porous media.

Statistical classifiers on multifractal parameters for optical diagnosis of cervical cancer

Science.gov (United States)

Mukhopadhyay, Sabyasachi; Pratiher, Sawon; Kumar, Rajeev; Krishnamoorthy, Vigneshram; Pradhan, Asima; Ghosh, Nirmalya; Panigrahi, Prasanta K.

2017-06-01

An augmented set of multifractal parameters with physical interpretations have been proposed to quantify the varying distribution and shape of the multifractal spectrum. The statistical classifier with accuracy of 84.17% validates the adequacy of multi-feature MFDFA characterization of elastic scattering spectroscopy for optical diagnosis of cancer.

Value at risk estimation with entropy-based wavelet analysis in exchange markets

Science.gov (United States)

He, Kaijian; Wang, Lijun; Zou, Yingchao; Lai, Kin Keung

2014-08-01

In recent years, exchange markets are increasingly integrated together. Fluctuations and risks across different exchange markets exhibit co-moving and complex dynamics. In this paper we propose the entropy-based multivariate wavelet based approaches to analyze the multiscale characteristic in the multidimensional domain and improve further the Value at Risk estimation reliability. Wavelet analysis has been introduced to construct the entropy-based Multiscale Portfolio Value at Risk estimation algorithm to account for the multiscale dynamic correlation. The entropy measure has been proposed as the more effective measure with the error minimization principle to select the best basis when determining the wavelet families and the decomposition level to use. The empirical studies conducted in this paper have provided positive evidence as to the superior performance of the proposed approach, using the closely related Chinese Renminbi and European Euro exchange market.

Apparent scale correlations in a random multifractal process

DEFF Research Database (Denmark)

Cleve, Jochen; Schmiegel, Jürgen; Greiner, Martin

2008-01-01

We discuss various properties of a homogeneous random multifractal process, which are related to the issue of scale correlations. By design, the process has no built-in scale correlations. However, when it comes to observables like breakdown coefficients, which are based on a coarse......-graining of the multifractal field, scale correlations do appear. In the log-normal limit of the model process, the conditional distributions and moments of breakdown coefficients reproduce the observations made in fully developed small-scale turbulence. These findings help to understand several puzzling empirical details...

Multifractal characteristics of NDVI maps in space and time in the Community of Madrid (Spain)

Science.gov (United States)

Sotoca, Juan J. Martin; Saa-Requejo, Antonio; Grau, Juan B.; Tarquis, Ana M.

2015-04-01

communities. Oikos. 2012;121(11):1810-1820 10.1111/j.1600-0706.2011.20423.x Scheuring, I., Riedi, R.H., 1994. Application of multifractals to the analysis of vegetation pattern. J. Veg. Sci. 5, 489-496. Solé RV, Bascompte J.: Self-organization in complex ecosystems. Princeton University Press,2006. Acknowledgements First author acknowledges the Research Grant obtained from CEIGRAM in 2014

Discrete wavelet transform analysis of surface electromyography for the fatigue assessment of neck and shoulder muscles.

Science.gov (United States)

Chowdhury, Suman Kanti; Nimbarte, Ashish D; Jaridi, Majid; Creese, Robert C

2013-10-01

Assessment of neuromuscular fatigue is essential for early detection and prevention of risks associated with work-related musculoskeletal disorders. In recent years, discrete wavelet transform (DWT) of surface electromyography (SEMG) has been used to evaluate muscle fatigue, especially during dynamic contractions when the SEMG signal is non-stationary. However, its application to the assessment of work-related neck and shoulder muscle fatigue is not well established. Therefore, the purpose of this study was to establish DWT analysis as a suitable method to conduct quantitative assessment of neck and shoulder muscle fatigue under dynamic repetitive conditions. Ten human participants performed 40min of fatiguing repetitive arm and neck exertions while SEMG data from the upper trapezius and sternocleidomastoid muscles were recorded. The ten of the most commonly used wavelet functions were used to conduct the DWT analysis. Spectral changes estimated using power of wavelet coefficients in the 12-23Hz frequency band showed the highest sensitivity to fatigue induced by the dynamic repetitive exertions. Although most of the wavelet functions tested in this study reasonably demonstrated the expected power trend with fatigue development and recovery, the overall performance of the "Rbio3.1" wavelet in terms of power estimation and statistical significance was better than the remaining nine wavelets. Copyright © 2013 Elsevier Ltd. All rights reserved.

A review on applications of the wavelet transform techniques in spectral analysis

International Nuclear Information System (INIS)

Medhat, M.E.; Albdel-hafiez, A.; Hassan, M.F.; Ali, M.A.; Awaad, Z.

2004-01-01

Starting from 1989, a new technique known as wavelet transforms (WT) has been applied successfully for analysis of different types of spectra. WT offers certain advantages over Fourier transforms for analysis of signals. A review of using this technique through different fields of elemental analysis is presented

Application of wavelet analysis to signal processing methods for eddy-current test

International Nuclear Information System (INIS)

Chen, G.; Yoneyama, H.; Yamaguchi, A.; Uesugi, N.

1998-01-01

This study deals with the application of wavelet analysis to detection and characterization of defects from eddy-current and ultrasonic testing signals of a low signal-to-noise ratio. Presented in this paper are the methods for processing eddy-current testing signals of heat exchanger tubes of a steam generator in a nuclear power plant. The results of processing eddy-current testing signals of tube testpieces with artificial flaws show that the flaw signals corrupted by noise and/or non-defect signals can be effectively detected and characterized by using the wavelet methods. (author)

Universal multifractality in multiparticle production

International Nuclear Information System (INIS)

Florkowski, W.; Hwa, R.C.

1991-01-01

The G moments for the multifractal analysis of multiparticle production are investigated in a model-independent way. By successive bin splitting and assuming the existence of a multiplicity splitting function that depends on multiplicity, but applicable at all steps of the splittings, we study the ergodicity of horizontal and vertical averaging, and derive a universality relation for the G moments. It relates the G moments for different initial multiplicities to a common scaling function Γ q (ξ). The experimental verification of this scaling property would, on the one hand, signify self-similarity in the data, and, on the other, provide a convenient function for comparison not only among different experiments, but also between theory and experiment

Wavelet decomposition based principal component analysis for face recognition using MATLAB

Science.gov (United States)

Sharma, Mahesh Kumar; Sharma, Shashikant; Leeprechanon, Nopbhorn; Ranjan, Aashish

2016-03-01

For the realization of face recognition systems in the static as well as in the real time frame, algorithms such as principal component analysis, independent component analysis, linear discriminate analysis, neural networks and genetic algorithms are used for decades. This paper discusses an approach which is a wavelet decomposition based principal component analysis for face recognition. Principal component analysis is chosen over other algorithms due to its relative simplicity, efficiency, and robustness features. The term face recognition stands for identifying a person from his facial gestures and having resemblance with factor analysis in some sense, i.e. extraction of the principal component of an image. Principal component analysis is subjected to some drawbacks, mainly the poor discriminatory power and the large computational load in finding eigenvectors, in particular. These drawbacks can be greatly reduced by combining both wavelet transform decomposition for feature extraction and principal component analysis for pattern representation and classification together, by analyzing the facial gestures into space and time domain, where, frequency and time are used interchangeably. From the experimental results, it is envisaged that this face recognition method has made a significant percentage improvement in recognition rate as well as having a better computational efficiency.

Wavelet processing techniques for digital mammography

Science.gov (United States)

Laine, Andrew F.; Song, Shuwu

1992-09-01

This paper introduces a novel approach for accomplishing mammographic feature analysis through multiresolution representations. We show that efficient (nonredundant) representations may be identified from digital mammography and used to enhance specific mammographic features within a continuum of scale space. The multiresolution decomposition of wavelet transforms provides a natural hierarchy in which to embed an interactive paradigm for accomplishing scale space feature analysis. Similar to traditional coarse to fine matching strategies, the radiologist may first choose to look for coarse features (e.g., dominant mass) within low frequency levels of a wavelet transform and later examine finer features (e.g., microcalcifications) at higher frequency levels. In addition, features may be extracted by applying geometric constraints within each level of the transform. Choosing wavelets (or analyzing functions) that are simultaneously localized in both space and frequency, results in a powerful methodology for image analysis. Multiresolution and orientation selectivity, known biological mechanisms in primate vision, are ingrained in wavelet representations and inspire the techniques presented in this paper. Our approach includes local analysis of complete multiscale representations. Mammograms are reconstructed from wavelet representations, enhanced by linear, exponential and constant weight functions through scale space. By improving the visualization of breast pathology we can improve the chances of early detection of breast cancers (improve quality) while requiring less time to evaluate mammograms for most patients (lower costs).

Local wavelet correlation: applicationto timing analysis of multi-satellite CLUSTER data

Directory of Open Access Journals (Sweden)

J. Soucek

2004-12-01

Full Text Available Multi-spacecraft space observations, such as those of CLUSTER, can be used to infer information about local plasma structures by exploiting the timing differences between subsequent encounters of these structures by individual satellites. We introduce a novel wavelet-based technique, the Local Wavelet Correlation (LWC, which allows one to match the corresponding signatures of large-scale structures in the data from multiple spacecraft and determine the relative time shifts between the crossings. The LWC is especially suitable for analysis of strongly non-stationary time series, where it enables one to estimate the time lags in a more robust and systematic way than ordinary cross-correlation techniques. The technique, together with its properties and some examples of its application to timing analysis of bow shock and magnetopause crossing observed by CLUSTER, are presented. We also compare the performance and reliability of the technique with classical discontinuity analysis methods. Key words. Radio science (signal processing – Space plasma physics (discontinuities; instruments and techniques

Wavelet analysis as a tool to characteriseand remove environmental noisefrom self-potential time series

Directory of Open Access Journals (Sweden)

M. Ragosta

2004-06-01

Full Text Available Multiresolution wavelet analysis of self-potential signals and rainfall levels is performed for extracting fluctuations in electrical signals, which might be addressed to meteorological variability. In the time-scale domain of the wavelet transform, rain data are used as markers to single out those wavelet coefficients of the electric signal which can be considered relevant to the environmental disturbance. Then these coefficients are filtered out and the signal is recovered by anti-transforming the retained coefficients. Such methodological approach might be applied to characterise unwanted environmental noise. It also can be considered as a practical technique to remove noise that can hamper the correct assessment and use of electrical techniques for the monitoring of geophysical phenomena.

Parsimonious Wavelet Kernel Extreme Learning Machine

Directory of Open Access Journals (Sweden)

Wang Qin

2015-11-01

Full Text Available In this study, a parsimonious scheme for wavelet kernel extreme learning machine (named PWKELM was introduced by combining wavelet theory and a parsimonious algorithm into kernel extreme learning machine (KELM. In the wavelet analysis, bases that were localized in time and frequency to represent various signals effectively were used. Wavelet kernel extreme learning machine (WELM maximized its capability to capture the essential features in “frequency-rich” signals. The proposed parsimonious algorithm also incorporated significant wavelet kernel functions via iteration in virtue of Householder matrix, thus producing a sparse solution that eased the computational burden and improved numerical stability. The experimental results achieved from the synthetic dataset and a gas furnace instance demonstrated that the proposed PWKELM is efficient and feasible in terms of improving generalization accuracy and real time performance.

Wavelet transforms as solutions of partial differential equations

Energy Technology Data Exchange (ETDEWEB)

Zweig, G.

1997-10-01

This is the final report of a three-year, Laboratory Directed Research and Development (LDRD) project at Los Alamos National Laboratory (LANL). Wavelet transforms are useful in representing transients whose time and frequency structure reflect the dynamics of an underlying physical system. Speech sound, pressure in turbulent fluid flow, or engine sound in automobiles are excellent candidates for wavelet analysis. This project focused on (1) methods for choosing the parent wavelet for a continuous wavelet transform in pattern recognition applications and (2) the more efficient computation of continuous wavelet transforms by understanding the relationship between discrete wavelet transforms and discretized continuous wavelet transforms. The most interesting result of this research is the finding that the generalized wave equation, on which the continuous wavelet transform is based, can be used to understand phenomena that relate to the process of hearing.

Multifractals in Western Major STOCK Markets Historical Volatilities in Times of Financial Crisis

Science.gov (United States)

Lahmiri, Salim

In this paper, the generalized Hurst exponent is used to investigate multifractal properties of historical volatility (CHV) in stock market price and return series before, during and after 2008 financial crisis. Empirical results from NASDAQ, S&P500, TSE, CAC40, DAX, and FTSE stock market data show that there is strong evidence of multifractal patterns in HV of both price and return series. In addition, financial crisis deeply affected the behavior and degree of multifractality in volatility of Western financial markets at price and return levels.

Analysis and removing noise from speech using wavelet transform

Science.gov (United States)

Tomala, Karel; Voznak, Miroslav; Partila, Pavol; Rezac, Filip; Safarik, Jakub

2013-05-01

The paper discusses the use of Discrete Wavelet Transform (DWT) and Stationary Wavelet Transform (SWT) wavelet in removing noise from voice samples and evaluation of its impact on speech quality. One significant part of Quality of Service (QoS) in communication technology is the speech quality assessment. However, this part is seriously overlooked as telecommunication providers often focus on increasing network capacity, expansion of services offered and their enforcement in the market. Among the fundamental factors affecting the transmission properties of the communication chain is noise, either at the transmitter or the receiver side. A wavelet transform (WT) is a modern tool for signal processing. One of the most significant areas in which wavelet transforms are used is applications designed to suppress noise in signals. To remove noise from the voice sample in our experiment, we used the reference segment of the voice which was distorted by Gaussian white noise. An evaluation of the impact on speech quality was carried out by an intrusive objective algorithm Perceptual Evaluation of Speech Quality (PESQ). DWT and SWT transformation was applied to voice samples that were devalued by Gaussian white noise. Afterwards, we determined the effectiveness of DWT and SWT by means of objective algorithm PESQ. The decisive criterion for determining the quality of a voice sample once the noise had been removed was Mean Opinion Score (MOS) which we obtained in PESQ. The contribution of this work lies in the evaluation of efficiency of wavelet transformation to suppress noise in voice samples.

A Comparative Study on Optimal Structural Dynamics Using Wavelet Functions

Directory of Open Access Journals (Sweden)

Seyed Hossein Mahdavi

2015-01-01

Full Text Available Wavelet solution techniques have become the focus of interest among researchers in different disciplines of science and technology. In this paper, implementation of two different wavelet basis functions has been comparatively considered for dynamic analysis of structures. For this aim, computational technique is developed by using free scale of simple Haar wavelet, initially. Later, complex and continuous Chebyshev wavelet basis functions are presented to improve the time history analysis of structures. Free-scaled Chebyshev coefficient matrix and operation of integration are derived to directly approximate displacements of the corresponding system. In addition, stability of responses has been investigated for the proposed algorithm of discrete Haar wavelet compared against continuous Chebyshev wavelet. To demonstrate the validity of the wavelet-based algorithms, aforesaid schemes have been extended to the linear and nonlinear structural dynamics. The effectiveness of free-scaled Chebyshev wavelet has been compared with simple Haar wavelet and two common integration methods. It is deduced that either indirect method proposed for discrete Haar wavelet or direct approach for continuous Chebyshev wavelet is unconditionally stable. Finally, it is concluded that numerical solution is highly benefited by the least computation time involved and high accuracy of response, particularly using low scale of complex Chebyshev wavelet.

Boosted bosons and wavelets

CERN Document Server

Søgaard, Andreas

For the LHC Run 2 and beyond, experiments are pushing both the energy and the intensity frontier so the need for robust and efficient pile-up mitigation tools becomes ever more pressing. Several methods exist, relying on uniformity of pile-up, local correlations of charged to neutral particles, and parton shower shapes, all in $y − \\phi$ space. Wavelets are presented as tools for pile-up removal, utilising their ability to encode position and frequency information simultaneously. This allows for the separation of individual hadron collision events by angular scale and thus for subtracting of soft, diffuse/wide-angle contributions while retaining the hard, small-angle components from the hard event. Wavelet methods may utilise the same assumptions as existing methods, the difference being the underlying, novel representation. Several wavelet methods are proposed and their effect studied in simple toy simulation under conditions relevant for the LHC Run 2. One full pile-up mitigation tool (‘wavelet analysis...

Application of wavelet transform in seismic signal processing

International Nuclear Information System (INIS)

Ghasemi, M. R.; Mohammadzadeh, A.; Salajeghe, E.

2005-01-01

Wavelet transform is a new tool for signal analysis which can perform a simultaneous signal time and frequency representations. Under Multi Resolution Analysis, one can quickly determine details for signals and their properties using Fast Wavelet Transform algorithms. In this paper, for a better physical understanding of a signal and its basic algorithms, Multi Resolution Analysis together with wavelet transforms in a form of Digital Signal Processing will be discussed. For a Seismic Signal Processing, sets of Orthonormal Daubechies Wavelets are suggested. when dealing with the application of wavelets in SSP, one may discuss about denoising from the signal and data compression existed in the signal, which is important in seismic signal data processing. Using this techniques, EL-Centro and Nagan signals were remodeled with a 25% of total points, resulted in a satisfactory results with an acceptable error drift. Thus a total of 1559 and 2500 points for EL-centro and Nagan seismic curves each, were reduced to 389 and 625 points respectively, with a very reasonable error drift, details of which are recorded in the paper. Finally, the future progress in signal processing, based on wavelet theory will be appointed

Wavelet Analysis of Central European Stock Market Behaviour During the Crisis

Czech Academy of Sciences Publication Activity Database

Baruník, Jozef; Vácha, Lukáš

2009-01-01

Roč. 2009, č. 23 (2009), s. 1-14 R&D Projects: GA ČR GP402/08/P207; GA ČR GD402/09/H045 Grant - others:GAUK(CZ) 46108 Institutional research plan: CEZ:AV0Z10750506 Keywords : wavelet analysis * multiresolution analysis * Central European stock markets * financial crisis Subject RIV: AH - Economics

Multifractality and quantum diffusion from self-consistent theory of localization

Energy Technology Data Exchange (ETDEWEB)

Suslov, I. M., E-mail: suslov@kapitza.ras.ru [Kapitza Institute for Physical Problems (Russian Federation)

2015-11-15

Multifractal properties of wave functions in a disordered system can be derived from self-consistent theory of localization by Vollhardt and Wölfle. A diagrammatic interpretation of results allows to obtain all scaling relations used in numerical experiments. The arguments are given that the one-loop Wegner result for a space dimension d = 2 + ϵ is exact, so the multifractal spectrum is strictly parabolical. The σ-models are shown to be deficient at the four-loop level and the possible reasons of that are discussed. The extremely slow convergence to the thermodynamic limit is demonstrated. The open question on the relation between multifractality and a spatial dispersion of the diffusion coefficient D(ω, q) is resolved in the compromise manner due to ambiguity of the D(ω, q) definition. Comparison is made with the extensive numerical material.

A Wavelet Analysis Approach for Categorizing Air Traffic Behavior

Science.gov (United States)

Drew, Michael; Sheth, Kapil

2015-01-01

In this paper two frequency domain techniques are applied to air traffic analysis. The Continuous Wavelet Transform (CWT), like the Fourier Transform, is shown to identify changes in historical traffic patterns caused by Traffic Management Initiatives (TMIs) and weather with the added benefit of detecting when in time those changes take place. Next, with the expectation that it could detect anomalies in the network and indicate the extent to which they affect traffic flows, the Spectral Graph Wavelet Transform (SGWT) is applied to a center based graph model of air traffic. When applied to simulations based on historical flight plans, it identified the traffic flows between centers that have the greatest impact on either neighboring flows, or flows between centers many centers away. Like the CWT, however, it can be difficult to interpret SGWT results and relate them to simulations where major TMIs are implemented, and more research may be warranted in this area. These frequency analysis techniques can detect off-nominal air traffic behavior, but due to the nature of air traffic time series data, so far they prove difficult to apply in a way that provides significant insight or specific identification of traffic patterns.

Can P wave wavelet analysis predict atrial fibrillation after coronary artery bypass grafting?

Science.gov (United States)

Vassilikos, Vassilios; Dakos, George; Chouvarda, Ioanna; Karagounis, Labros; Karvounis, Haralambos; Maglaveras, Nikolaos; Mochlas, Sotirios; Spanos, Panagiotis; Louridas, George

2003-01-01

The purpose of this study was the evaluation of Morlet wavelet analysis of the P wave as a means of predicting the development of atrial fibrillation (AF) in patients who undergo coronary artery bypass grafting (CABG). The P wave was analyzed using the Morlet wavelet in 50 patients who underwent successful CABG. Group A consisted of 17 patients, 12 men and 5 women, of mean age 66.9 +/- 5.9 years, who developed AF postoperatively. Group B consisted of 33 patients, 29 men and 4 women, mean age 62.4 +/- 7.8 years, who remained arrhythmid-free. Using custom-designed software, P wave duration and wavelet parameters expressing the mean and maximum energy of the P wave were calculated from 3-channel digital recordings derived from orthogonal ECG leads (X, Y, and Z), and the vector magnitude (VM) was determined in each of 3 frequency bands (200-160 Hz, 150-100 Hz and 90-50 Hz). Univariate logistic-regression analysis identified a history of hypertension, the mean and maximum energies in all frequency bands along the Z axis, the mean and maximum energies (expressed by the VM) in the 200-160 Hz frequency band, and the mean energy in the 150-100 Hz frequency band along the Y axis as predictors for post-CABG AF. Multivariate analysis identified hypertension, ejection fraction, and the maximum energies in the 90-50 Hz frequency band along the Z and composite-vector axes as independent predictors. This multivariate model had a sensitivity of 91% and a specificity of 65%. We conclude that the Morlet wavelet analysis of the P wave is a very sensitive method of identifying patients who are likely to develop AF after CABG. The occurrence of post-CABG AF can be explained by a different activation pattern along the Z axis.

Curie temperature determination via thermogravimetric and continuous wavelet transformation analysis

Energy Technology Data Exchange (ETDEWEB)

Hasier, John; Nash, Philip [Thermal Processing Technology Center, IIT, Chicago, IL (United States); Riolo, Maria Annichia [University of Michigan, Center for the Study of Complex Systems, Ann Arbor, MI (United States)

2017-12-15

A cost effective method for conversion of a vertical tube thermogravimetric analysis system into a magnetic balance capable of measuring Curie Temperatures is presented. Reference and preliminary experimental data generated using this system is analyzed via a general-purpose wavelet based Curie point edge detection technique allowing for enhanced speed, ease and repeatability of magnetic balance data analysis. The Curie temperatures for a number of Heusler compounds are reported. (orig.)

Study on SOC wavelet analysis for LiFePO4 battery

Science.gov (United States)

Liu, Xuepeng; Zhao, Dongmei

2017-08-01

Improving the prediction accuracy of SOC can reduce the complexity of the conservative and control strategy of the strategy such as the scheduling, optimization and planning of LiFePO4 battery system. Based on the analysis of the relationship between the SOC historical data and the external stress factors, the SOC Estimation-Correction Prediction Model based on wavelet analysis is established. Using wavelet neural network prediction model is of high precision to achieve forecast link, external stress measured data is used to update parameters estimation in the model, implement correction link, makes the forecast model can adapt to the LiFePO4 battery under rated condition of charge and discharge the operating point of the variable operation area. The test results show that the method can obtain higher precision prediction model when the input and output of LiFePO4 battery are changed frequently.

Application of the wavelet image analysis technique to monitor cell concentration in bioprocesses

Directory of Open Access Journals (Sweden)

G. J. R. Garófano

2005-12-01

Full Text Available The growth of cells of great practical interest, such as, the filamentous cells of bacterium Streptomyces clavuligerus, the yeast Saccharomyces cerevisiae and the insect Spodoptera frugiperda (Sf9 cell, cultivated in shaking flasks with complex media at appropriate temperatures and pHs, was quantified by the new wavelet transform technique. This image analysis tool was implemented using Matlab 5.2 software to process digital images acquired of samples taken of these three types of cells throughoot their cultivation. The values of the average wavelet coefficients (AWCs of simplified images were compared with experimental measurements of cell concentration and with computer-based densitometric measurements. AWCs were shown to be directly proportional to measurements of cell concentration and to densitometric measurements, making evident the great potential of the wavelet transform technique to quantitatively estimate the growth of several types of cells.

ON THE FOURIER AND WAVELET ANALYSIS OF CORONAL TIME SERIES

International Nuclear Information System (INIS)

Auchère, F.; Froment, C.; Bocchialini, K.; Buchlin, E.; Solomon, J.

2016-01-01

Using Fourier and wavelet analysis, we critically re-assess the significance of our detection of periodic pulsations in coronal loops. We show that the proper identification of the frequency dependence and statistical properties of the different components of the power spectra provides a strong argument against the common practice of data detrending, which tends to produce spurious detections around the cut-off frequency of the filter. In addition, the white and red noise models built into the widely used wavelet code of Torrence and Compo cannot, in most cases, adequately represent the power spectra of coronal time series, thus also possibly causing false positives. Both effects suggest that several reports of periodic phenomena should be re-examined. The Torrence and Compo code nonetheless effectively computes rigorous confidence levels if provided with pertinent models of mean power spectra, and we describe the appropriate manner in which to call its core routines. We recall the meaning of the default confidence levels output from the code, and we propose new Monte-Carlo-derived levels that take into account the total number of degrees of freedom in the wavelet spectra. These improvements allow us to confirm that the power peaks that we detected have a very low probability of being caused by noise.

ON THE FOURIER AND WAVELET ANALYSIS OF CORONAL TIME SERIES

Energy Technology Data Exchange (ETDEWEB)

Auchère, F.; Froment, C.; Bocchialini, K.; Buchlin, E.; Solomon, J., E-mail: frederic.auchere@ias.u-psud.fr [Institut d’Astrophysique Spatiale, CNRS, Univ. Paris-Sud, Université Paris-Saclay, Bât. 121, F-91405 Orsay (France)

2016-07-10

Using Fourier and wavelet analysis, we critically re-assess the significance of our detection of periodic pulsations in coronal loops. We show that the proper identification of the frequency dependence and statistical properties of the different components of the power spectra provides a strong argument against the common practice of data detrending, which tends to produce spurious detections around the cut-off frequency of the filter. In addition, the white and red noise models built into the widely used wavelet code of Torrence and Compo cannot, in most cases, adequately represent the power spectra of coronal time series, thus also possibly causing false positives. Both effects suggest that several reports of periodic phenomena should be re-examined. The Torrence and Compo code nonetheless effectively computes rigorous confidence levels if provided with pertinent models of mean power spectra, and we describe the appropriate manner in which to call its core routines. We recall the meaning of the default confidence levels output from the code, and we propose new Monte-Carlo-derived levels that take into account the total number of degrees of freedom in the wavelet spectra. These improvements allow us to confirm that the power peaks that we detected have a very low probability of being caused by noise.

The foreign exchange market: return distributions, multifractality, anomalous multifractality and the Epps effect

Science.gov (United States)

Drożdż, Stanisław; Kwapień, Jarosław; Oświȩcimka, Paweł; Rak, Rafał

2010-10-01

We present a systematic study of various statistical characteristics of high-frequency returns from the foreign exchange market. This study is based on six exchange rates forming two triangles: EUR-GBP-USD and GBP-CHF-JPY. It is shown that the exchange rate return fluctuations for all of the pairs considered are well described by the non-extensive statistics in terms of q-Gaussians. There exist some small quantitative variations in the non-extensivity q-parameter values for different exchange rates (which depend also on the time scales studied), and this can be related to the importance of a given exchange rate in the world's currency trade. Temporal correlations organize the series of returns such that they develop the multifractal characteristics for all of the exchange rates, with a varying degree of symmetry of the singularity spectrum f(α), however. The most symmetric spectrum is identified for the GBP/USD. We also form time series of triangular residual returns and find that the distributions of their fluctuations develop disproportionately heavier tails as compared to small fluctuations, which excludes description in terms of q-Gaussians. The multifractal characteristics of these residual returns reveal such anomalous properties as negative singularity exponents and even negative singularity spectra. Such anomalous multifractal measures have so far been considered in the literature in connection with diffusion-limited aggregation and with turbulence. Studying the cross-correlations among different exchange rates, we found that market inefficiency on short time scales leads to the occurrence of the Epps effect on much longer time scales, but comparable to the ones for the stock market. Although the currency market is much more liquid than the stock markets and has a much greater transaction frequency, the building up of correlations takes up to several hours—a duration that does not differ much from what is observed in the stock markets. This may suggest

Analysis of wheezes using wavelet higher order spectral features.

Science.gov (United States)

Taplidou, Styliani A; Hadjileontiadis, Leontios J

2010-07-01

Wheezes are musical breath sounds, which usually imply an existing pulmonary obstruction, such as asthma and chronic obstructive pulmonary disease (COPD). Although many studies have addressed the problem of wheeze detection, a limited number of scientific works has focused in the analysis of wheeze characteristics, and in particular, their time-varying nonlinear characteristics. In this study, an effort is made to reveal and statistically analyze the nonlinear characteristics of wheezes and their evolution over time, as they are reflected in the quadratic phase coupling of their harmonics. To this end, the continuous wavelet transform (CWT) is used in combination with third-order spectra to define the analysis domain, where the nonlinear interactions of the harmonics of wheezes and their time variations are revealed by incorporating instantaneous wavelet bispectrum and bicoherence, which provide with the instantaneous biamplitude and biphase curves. Based on this nonlinear information pool, a set of 23 features is proposed for the nonlinear analysis of wheezes. Two complementary perspectives, i.e., general and detailed, related to average performance and to localities, respectively, were used in the construction of the feature set, in order to embed trends and local behaviors, respectively, seen in the nonlinear interaction of the harmonic elements of wheezes over time. The proposed feature set was evaluated on a dataset of wheezes, acquired from adult patients with diagnosed asthma and COPD from a lung sound database. The statistical evaluation of the feature set revealed discrimination ability between the two pathologies for all data subgroupings. In particular, when the total breathing cycle was examined, all 23 features, but one, showed statistically significant difference between the COPD and asthma pathologies, whereas for the subgroupings of inspiratory and expiratory phases, 18 out of 23 and 22 out of 23 features exhibited discrimination power, respectively

Application of wavelets in speech processing

CERN Document Server

Farouk, Mohamed Hesham

2014-01-01

This book provides a survey on wide-spread of employing wavelets analysis  in different applications of speech processing. The author examines development and research in different application of speech processing. The book also summarizes the state of the art research on wavelet in speech processing.

Significance tests for the wavelet cross spectrum and wavelet linear coherence

Directory of Open Access Journals (Sweden)

Z. Ge

2008-12-01

Full Text Available This work attempts to develop significance tests for the wavelet cross spectrum and the wavelet linear coherence as a follow-up study on Ge (2007. Conventional approaches that are used by Torrence and Compo (1998 based on stationary background noise time series were used here in estimating the sampling distributions of the wavelet cross spectrum and the wavelet linear coherence. The sampling distributions are then used for establishing significance levels for these two wavelet-based quantities. In addition to these two wavelet quantities, properties of the phase angle of the wavelet cross spectrum of, or the phase difference between, two Gaussian white noise series are discussed. It is found that the tangent of the principal part of the phase angle approximately has a standard Cauchy distribution and the phase angle is uniformly distributed, which makes it impossible to establish significance levels for the phase angle. The simulated signals clearly show that, when there is no linear relation between the two analysed signals, the phase angle disperses into the entire range of [−π,π] with fairly high probabilities for values close to ±π to occur. Conversely, when linear relations are present, the phase angle of the wavelet cross spectrum settles around an associated value with considerably reduced fluctuations. When two signals are linearly coupled, their wavelet linear coherence will attain values close to one. The significance test of the wavelet linear coherence can therefore be used to complement the inspection of the phase angle of the wavelet cross spectrum. The developed significance tests are also applied to actual data sets, simultaneously recorded wind speed and wave elevation series measured from a NOAA buoy on Lake Michigan. Significance levels of the wavelet cross spectrum and the wavelet linear coherence between the winds and the waves reasonably separated meaningful peaks from those generated by randomness in the data set. As

Assessment of 48 Stock markets using adaptive multifractal approach

Science.gov (United States)

Ferreira, Paulo; Dionísio, Andreia; Movahed, S. M. S.

2017-11-01

In this paper, Stock market comovements are examined using cointegration, Granger causality tests and nonlinear approaches in context of mutual information and correlations. Since underlying data sets are affected by non-stationarities and trends, we also apply Adaptive Multifractal Detrended Fluctuation Analysis (AMF-DFA) and Adaptive Multifractal Detrended Cross-Correlation Analysis (AMF-DXA). We find only 170 pair of Stock markets cointegrated, and according to the Granger causality and mutual information, we realize that the strongest relations lies between emerging markets, and between emerging and frontier markets. According to scaling exponent given by AMF-DFA, h(q = 2) > 1, we find that all underlying data sets belong to non-stationary process. According to Efficient Market Hypothesis (EMH), only 8 markets are classified in uncorrelated processes at 2 σ confidence interval. 6 Stock markets belong to anti-correlated class and dominant part of markets has memory in corresponding daily index prices during January 1995 to February 2014. New-Zealand with H = 0 . 457 ± 0 . 004 and Jordan with H = 0 . 602 ± 0 . 006 are far from EMH. The nature of cross-correlation exponents based on AMF-DXA is almost multifractal for all pair of Stock markets. The empirical relation, Hxy ≤ [Hxx +Hyy ] / 2, is confirmed. Mentioned relation for q > 0 is also satisfied while for q behavior of markets for small fluctuations is affected by contribution of major pair. For larger fluctuations, the cross-correlation contains information from both local (internal) and global (external) conditions. Width of singularity spectrum for auto-correlation and cross-correlation are Δαxx ∈ [ 0 . 304 , 0 . 905 ] and Δαxy ∈ [ 0 . 246 , 1 . 178 ] , respectively. The wide range of singularity spectrum for cross-correlation confirms that the bilateral relation between Stock markets is more complex. The value of σDCCA indicates that all pairs of stock market studied in this time interval

Multifractal analysis of the long-range correlations in the cardiac dynamics of Drosophila melanogaster

International Nuclear Information System (INIS)

Vitanov, Nikolay K.; Yankulova, Elka D.

2006-01-01

By means of the multifractal detrended fluctuation analysis (MFDFA) we investigate long-range correlations in the interbeat time series of heart activity of Drosophila melanogaster-the classical object of research in genetics. Our main investigation tool are the fractal spectra f(α) and h(q) by means of which we trace the correlation properties of Drosophila heartbeat dynamics for three consequent generations of species. We observe that opposite to the case of humans the time series of the heartbeat activity of healthy Drosophila do not have scaling properties. Time series from species with genetic defects can be long-range correlated. Different kinds of genetic heart defects lead to different shape of the fractal spectra. The fractal heartbeat dynamics of Drosophila is transferred from generation to generation

Spatial and radiometric characterization of multi-spectrum satellite images through multi-fractal analysis

Science.gov (United States)

Alonso, Carmelo; Tarquis, Ana M.; Zúñiga, Ignacio; Benito, Rosa M.

2017-03-01

Several studies have shown that vegetation indexes can be used to estimate root zone soil moisture. Earth surface images, obtained by high-resolution satellites, presently give a lot of information on these indexes, based on the data of several wavelengths. Because of the potential capacity for systematic observations at various scales, remote sensing technology extends the possible data archives from the present time to several decades back. Because of this advantage, enormous efforts have been made by researchers and application specialists to delineate vegetation indexes from local scale to global scale by applying remote sensing imagery. In this work, four band images have been considered, which are involved in these vegetation indexes, and were taken by satellites Ikonos-2 and Landsat-7 of the same geographic location, to study the effect of both spatial (pixel size) and radiometric (number of bits coding the image) resolution on these wavelength bands as well as two vegetation indexes: the Normalized Difference Vegetation Index (NDVI) and the Enhanced Vegetation Index (EVI). In order to do so, a multi-fractal analysis of these multi-spectral images was applied in each of these bands and the two indexes derived. The results showed that spatial resolution has a similar scaling effect in the four bands, but radiometric resolution has a larger influence in blue and green bands than in red and near-infrared bands. The NDVI showed a higher sensitivity to the radiometric resolution than EVI. Both were equally affected by the spatial resolution. From both factors, the spatial resolution has a major impact in the multi-fractal spectrum for all the bands and the vegetation indexes. This information should be taken in to account when vegetation indexes based on different satellite sensors are obtained.

Shift-invariant discrete wavelet transform analysis for retinal image classification.

Science.gov (United States)

Khademi, April; Krishnan, Sridhar

2007-12-01

This work involves retinal image classification and a novel analysis system was developed. From the compressed domain, the proposed scheme extracts textural features from wavelet coefficients, which describe the relative homogeneity of localized areas of the retinal images. Since the discrete wavelet transform (DWT) is shift-variant, a shift-invariant DWT was explored to ensure that a robust feature set was extracted. To combat the small database size, linear discriminant analysis classification was used with the leave one out method. 38 normal and 48 abnormal (exudates, large drusens, fine drusens, choroidal neovascularization, central vein and artery occlusion, histoplasmosis, arteriosclerotic retinopathy, hemi-central retinal vein occlusion and more) were used and a specificity of 79% and sensitivity of 85.4% were achieved (the average classification rate is 82.2%). The success of the system can be accounted to the highly robust feature set which included translation, scale and semi-rotational, features. Additionally, this technique is database independent since the features were specifically tuned to the pathologies of the human eye.

Estimation of the global regularity of a multifractional Brownian motion

DEFF Research Database (Denmark)

Lebovits, Joachim; Podolskij, Mark

This paper presents a new estimator of the global regularity index of a multifractional Brownian motion. Our estimation method is based upon a ratio statistic, which compares the realized global quadratic variation of a multifractional Brownian motion at two different frequencies. We show that a ...... that a logarithmic transformation of this statistic converges in probability to the minimum of the Hurst functional parameter, which is, under weak assumptions, identical to the global regularity index of the path....

Evolutive Optimization of Wavelets and Shapelets for Bioelectrical Signal Analysis

OpenAIRE

Pinzón Morales, Rubén Dario

2011-01-01

análisis Wavelet es una poderosa herramienta para el procesamiento de señal digital. Ha sido ampliamente utilizado en señales bioeléctricas incluyendo evocar potenciales relacionados (ERP), señales de electromiografía (EMG), grabaciones de microelectrodos (MER), electrocardiograma (ECG), electroencefalogramas (EEG), entre otros. Algunas de las principales ventajas de la wavelet transform son el soporte compacto, y la concentración de la energía. Básicamente, la transformada wavelet es una con...

Characterizing Co-movements between Indian and Emerging Asian Equity Markets through Wavelet Multi-Scale Analysis

Directory of Open Access Journals (Sweden)

Aasif Shah

2015-06-01

Full Text Available Multi-scale representations are effective in characterising the time-frequency characteristics of financial return series. They have the capability to reveal the properties not evident with typical time domain analysis. Given the aforesaid, this study derives crucial insights from multi scale analysis to investigate the co- movements between Indian and emerging Asian equity markets using wavelet correlation and wavelet coherence measures. It is reported that the Indian equity market is strongly integrated with Asian equity markets at lower frequency scales and relatively less blended at higher frequencies. On the other hand the results from cross correlations suggest that the lead-lag relationship becomes substantial as we turn to lower frequency scales and finally, wavelet coherence demonstrates that this correlation eventually grows strong in the interim of the crises period at lower frequency scales. Overall the findings are relevant and have strong policy and practical implications.

Some applications of wavelets to physics

International Nuclear Information System (INIS)

Thompson, C.R.

1992-01-01

A thorough description of a fast wavelet transform algorithm (FWT) and its inverse (IFWT) are given. The effects of noise in the wavelet transform are studied, in particular the effects on signal reconstruction. A model for additive white noise on the coefficients is presented along with two methods that can help to suppress the effects of noise corruption of the signal. Problems of improper sampling are studied, including the propagation of uncertainty through the FWT and IFWT. Interpolation techniques and data compression are also studied. The FWT and IFWT are generalized for analysis of two dimensional images. Methods for edge detection are discussed as well as contrast improvement and data compression. Finally, wavelets are applied to electromagnetic wave propagation problems. Formulas relating the wavelet and Fourier transforms are given, and expansions of time-dependent electromagnetic fields using both fixed and moving wavelet bases are studied

Multifractal investigation of continuous seismic signal recorded at El Hierro volcano (Canary Islands) during the 2011-2012 pre- and eruptive phases

Science.gov (United States)

Telesca, Luciano; Lovallo, Michele; Martì Molist, Joan; López Moreno, Carmen; Abella Meléndez, Rafael

2015-02-01

The Multifractal Detrended Fluctuation Analysis (MF-DFA) is an effective method that allows detecting multifractality in non-stationary signals. We applied the MF-DFA to the continuous seismic signal recorded at El Hierro volcano (Canary Islands), which was affected by a submarine monogenetic eruption in October 2011. We investigated the multifractal properties of the continuous seismic signal before the onset of the eruption and after. We analysed three frames of the signal, one measured before the onset of eruption that occurred on October 10, 2011; and two after, but corresponding to two distinct eruptive episodes, the second one started on November 22, 2011 and lasting until late February 2012. The results obtained show a striking difference in the width of the multifractal spectrum, which is generally used to quantify the multifractal degree of a signal: the multifractal spectra of the signal frames recorded during the eruptive episodes are almost identical and much narrower than that of the signal frame measured before the onset of the eruption. Such difference indicates that the seismic signal recorded during the unrest reflects mostly the fracturing of the host rock under the overpressure exerted by the intruding magma, while that corresponding to the eruptive phases was mostly influenced by the flow of magma through the plumbing system, even some fracturing remains, not being possible to distinguish among the two eruptive episodes in terms of rock fracture mechanics.

The Application of Helicopter Rotor Defect Detection Using Wavelet Analysis and Neural Network Technique

Directory of Open Access Journals (Sweden)

Jin-Li Sun

2014-06-01

Full Text Available When detect the helicopter rotor beam with ultrasonic testing, it is difficult to realize the noise removing and quantitative testing. This paper used the wavelet analysis technique to remove the noise among the ultrasonic detection signal and highlight the signal feature of defect, then drew the curve of defect size and signal amplitude. Based on the relationship of defect size and signal amplitude, a BP neural network was built up and the corresponding estimated value of the simulate defect was obtained by repeating training. It was confirmed that the wavelet analysis and neural network technique met the requirements of practical testing.

Wavelet-based spectral finite element dynamic analysis for an axially moving Timoshenko beam

Science.gov (United States)

Mokhtari, Ali; Mirdamadi, Hamid Reza; Ghayour, Mostafa

2017-08-01

In this article, wavelet-based spectral finite element (WSFE) model is formulated for time domain and wave domain dynamic analysis of an axially moving Timoshenko beam subjected to axial pretension. The formulation is similar to conventional FFT-based spectral finite element (SFE) model except that Daubechies wavelet basis functions are used for temporal discretization of the governing partial differential equations into a set of ordinary differential equations. The localized nature of Daubechies wavelet basis functions helps to rule out problems of SFE model due to periodicity assumption, especially during inverse Fourier transformation and back to time domain. The high accuracy of WSFE model is then evaluated by comparing its results with those of conventional finite element and SFE results. The effects of moving beam speed and axial tensile force on vibration and wave characteristics, and static and dynamic stabilities of moving beam are investigated.

Fractals and multifractals in physics

International Nuclear Information System (INIS)

Arcangelis, L. de.

1987-01-01

We present a general introduction to the world of fractals. The attention is mainly devoted to stress how fractals do indeed appear in the real world and to find quantitative methods for characterizing their properties. The idea of multifractality is also introduced and it is presented in more details within the framework of the percolation problem

Multifractal resilience and viability

Science.gov (United States)

Tchiguirinskaia, I.; Schertzer, D. J. M.

2017-12-01

The term resilience has become extremely fashionable and there had been many attempts to provide operational definition and in fact metrics going beyond a set of more or less ad-hoc indicators. The viability theory (Aubin and Saint-Pierre, 2011) have been used to give a rather precise mathematical definition of resilience (Deffuant and Gilbert, 2011). However, it does not grasp the multiscale nature of resilience that is rather fundamental as particularly stressed by Folke et al (2010). In this communication, we first recall a preliminary attempt (Tchiguirinskaia et al., 2014) to define multifractal resilience with the help of the maximal probable singularity. Then we extend this multifractal approach to the capture basin of the viability, therefore the resilient basin. Aubin, J P, A. Bayen, and P Saint-Pierre (2011). Viability Theory. New Directions. Springer, Berlin,. Deffuant, G. and Gilbert, N. (eds) (2011) Viability and Resilience of Complex Systems. Springer Berlin.Folke, C., S R Carpenter, B Walker, M Sheffer, T Chapin, and J Rockstroem (2010). Resilience thinking: integrating re- silience, adaptability and transformability. Ecology and So- ciety, 14(4):20, Tchiguirinskaia,I., D. Schertzer, , A. Giangola-Murzyn and T. C. Hoang (2014). Multiscale resilience metrics to assess flood. Proceedings of ICCSA 2014, Normandie University, Le Havre, France -.

Characterization of the Failure Site Distribution in MIM Devices Using Zoomed Wavelet Analysis

Science.gov (United States)

Muñoz-Gorriz, J.; Monaghan, S.; Cherkaoui, K.; Suñé, J.; Hurley, P. K.; Miranda, E.

2018-05-01

The angular wavelet analysis is applied to the study of the spatial distribution of breakdown (BD) spots in Pt/HfO2/Pt capacitors with square and circular areas. The method is originally developed for rectangular areas, so a zoomed approach needs to be considered when the observation window does not coincide with the device area. The BD spots appear as a consequence of the application of electrical stress to the device. The stress generates defects within the dielectric film, a process that ends with the formation of a percolation path between the electrodes and the melting of the top metal layer because of the high release of energy. The BD spots have lateral sizes ranging from 1 μm to 3 μm and they appear as a point pattern that can be studied using spatial statistics methods. In this paper, we report the application of the angular wavelet method as a complementary tool for the analysis of the distribution of failure sites in large-area metal-insulator-metal (MIM) devices. The differences between considering a continuous or a discrete wavelet and the role played by the number of BD spots are also investigated.

Multiresolution wavelet analysis of heartbeat intervals discriminates healthy patients from those with cardiac pathology

OpenAIRE

Thurner, Stefan; Feurstein, Markus C.; Teich, Malvin C.

1997-01-01

We applied multiresolution wavelet analysis to the sequence of times between human heartbeats (R-R intervals) and have found a scale window, between 16 and 32 heartbeats, over which the widths of the R-R wavelet coefficients fall into disjoint sets for normal and heart-failure patients. This has enabled us to correctly classify every patient in a standard data set as either belonging to the heart-failure or normal group with 100% accuracy, thereby providing a clinically significant measure of...

From Calculus to Wavelets: ANew Mathematical Technique

Indian Academy of Sciences (India)

Home; Journals; Resonance – Journal of Science Education; Volume 2; Issue 4. From Calculus to Wavelets: A New Mathematical Technique Wavelet Analysis Physical Properties. Gerald B Folland. General Article Volume 2 Issue 4 April 1997 pp 25-37 ...

Aging in autonomic control by multifractal studies of cardiac interbeat intervals in the VLF band

International Nuclear Information System (INIS)

Makowiec, Danuta; Kryszewski, Stanisław; Rynkiewicz, Andrzej; Wdowczyk-Szulc, Joanna; Żarczyńska-Buchowiecka, Marta; Gałąska, Rafał

2011-01-01

The heart rate responds dynamically to various intrinsic and environmental stimuli. The autonomic nervous system is said to play a major role in this response. Multifractal analysis offers a novel method to assess the response of cardiac interbeat intervals. Twenty-four hour ECG recordings of RR interbeat intervals (of 48 elderly volunteers (age 65–94), 40 middle-aged persons (age 45–53) and 36 young adults (age 18–26)) were investigated to study the effect of aging on autonomic regulation during normal activity in healthy adults. Heart RR-interval variability in the very low frequency (VLF) band (32–420 RR intervals) was evaluated by multifractal tools. The nocturnal and diurnal signals of 6 h duration were studied separately. For each signal, the analysis was performed twice: for a given signal and for the integrated signal. A multifractal spectrum was quantified by the h max value at which a multifractal spectrum attained its maximum, width of a spectrum, Hurst exponent, extreme events h left and distance between the maxima of a signal and its integrated counterpart. The following seven characteristics are suggested as quantifying the age-related decrease in the autonomic function ('int' refers to the integrated signal): (a) h sleep max − h max wake > 0.05 for a signal; (b) h int max > 1.15 for wake; (c) h int max − h max > 0.85 for sleep; (d) Hurst wake − Hurst sleep < 0.01; (e) width wake > 0.07; (f) width int < 0.30 for sleep; (g) h int left > 0.75. Eighty-one percent of elderly people had at least four of these properties, and ninety-two percent of young people had three or less. This shows that the multifractal approach offers a concise and reliable index of healthy aging for each individual. Additionally, the applied method yielded insights into dynamical changes in the autonomic regulation due to the circadian cycle and aging. Our observations support the hypothesis that imbalance in the autonomic control due to healthy aging could

Entropy and Multifractality in Relativistic Ion-Ion Collisions

Directory of Open Access Journals (Sweden)

Shaista Khan

2018-01-01

Full Text Available Entropy production in multiparticle systems is investigated by analyzing the experimental data on ion-ion collisions at AGS and SPS energies and comparing the findings with those reported earlier for hadron-hadron, hadron-nucleus, and nucleus-nucleus collisions. It is observed that the entropy produced in limited and full phase space, when normalized to maximum rapidity, exhibits a kind of scaling which is nicely supported by Monte Carlo model HIJING. Using Rényi’s order q information entropy, multifractal characteristics of particle production are examined in terms of generalized dimensions, Dq. Nearly the same values of multifractal specific heat, c, observed in hadronic and ion-ion collisions over a wide range of incident energies suggest that the quantity c might be used as a universal characteristic of multiparticle production in hadron-hadron, hadron-nucleus, and nucleus-nucleus collisions. The analysis is extended to the study of spectrum of scaling indices. The findings reveal that Rényi’s order q information entropy could be another way to investigate the fluctuations in multiplicity distributions in terms of spectral function f(α, which has been argued to be a convenient function for comparison sake not only among different experiments but also between the data and theoretical models.

Wavelet analysis of nonstationary fluctuations of Monte Carlo-simulated excitatory postsynaptic currents.

Science.gov (United States)

Aristizabal, F; Glavinovic, M I

2003-10-01

Tracking spectral changes of rapidly varying signals is a demanding task. In this study, we explore on Monte Carlo-simulated glutamate-activated AMPA patch and synaptic currents whether a wavelet analysis offers such a possibility. Unlike Fourier methods that determine only the frequency content of a signal, the wavelet analysis determines both the frequency and the time. This is owing to the nature of the basis functions, which are infinite for Fourier transforms (sines and cosines are infinite), but are finite for wavelet analysis (wavelets are localized waves). In agreement with previous reports, the frequency of the stationary patch current fluctuations is higher for larger currents, whereas the mean-variance plots are parabolic. The spectra of the current fluctuations and mean-variance plots are close to the theoretically predicted values. The median frequency of the synaptic and nonstationary patch currents is, however, time dependent, though at the peak of synaptic currents, the median frequency is insensitive to the number of glutamate molecules released. Such time dependence demonstrates that the "composite spectra" of the current fluctuations gathered over the whole duration of synaptic currents cannot be used to assess the mean open time or effective mean open time of AMPA channels. The current (patch or synaptic) versus median frequency plots show hysteresis. The median frequency is thus not a simple reflection of the overall receptor saturation levels and is greater during the rise phase for the same saturation level. The hysteresis is due to the higher occupancy of the doubly bound state during the rise phase and not due to the spatial spread of the saturation disk, which remains remarkably constant. Albeit time dependent, the variance of the synaptic and nonstationary patch currents can be accurately determined. Nevertheless the evaluation of the number of AMPA channels and their single current from the mean-variance plots of patch or synaptic

Multi-fractal measures of city-size distributions based on the three-parameter Zipf model

International Nuclear Information System (INIS)

Chen Yanguang; Zhou Yixing

2004-01-01

A multi-fractal framework of urban hierarchies is presented to address the rank-size distribution of cities. The three-parameter Zipf model based on a pair of exponential-type scaling laws is generalized to multi-scale fractal measures. Then according to the equivalent relationship between Zipf's law and Pareto distribution, a set of multi-fractal equations are derived using dual conversion and the Legendre transform. The US city population data coming from the 2000 census are employed to verify the multi-fractal models and the results are satisfying. The multi-fractal measures reveal some strange symmetry regularity of urban systems. While explaining partially the remains of the hierarchical step-like frequency distribution of city sizes suggested by central place theory, the mathematical framework can be interpreted with the entropy-maximizing principle and some related ideas from self-organization

Wavelet analysis of frequency chaos game signal: a time-frequency signature of the C. elegans DNA.

Science.gov (United States)

Messaoudi, Imen; Oueslati, Afef Elloumi; Lachiri, Zied

2014-12-01

Challenging tasks are encountered in the field of bioinformatics. The choice of the genomic sequence's mapping technique is one the most fastidious tasks. It shows that a judicious choice would serve in examining periodic patterns distribution that concord with the underlying structure of genomes. Despite that, searching for a coding technique that can highlight all the information contained in the DNA has not yet attracted the attention it deserves. In this paper, we propose a new mapping technique based on the chaos game theory that we call the frequency chaos game signal (FCGS). The particularity of the FCGS coding resides in exploiting the statistical properties of the genomic sequence itself. This may reflect important structural and organizational features of DNA. To prove the usefulness of the FCGS approach in the detection of different local periodic patterns, we use the wavelet analysis because it provides access to information that can be obscured by other time-frequency methods such as the Fourier analysis. Thus, we apply the continuous wavelet transform (CWT) with the complex Morlet wavelet as a mother wavelet function. Scalograms that relate to the organism Caenorhabditis elegans (C. elegans) exhibit a multitude of periodic organization of specific DNA sequences.

Wavelet-based multiscale analysis of minimum toe clearance variability in the young and elderly during walking.

Science.gov (United States)

Khandoker, Ahsan H; Karmakar, Chandan K; Begg, Rezaul K; Palaniswami, Marimuthu

2007-01-01

As humans age or are influenced by pathology of the neuromuscular system, gait patterns are known to adjust, accommodating for reduced function in the balance control system. The aim of this study was to investigate the effectiveness of a wavelet based multiscale analysis of a gait variable [minimum toe clearance (MTC)] in deriving indexes for understanding age-related declines in gait performance and screening of balance impairments in the elderly. MTC during walking on a treadmill for 30 healthy young, 27 healthy elderly and 10 falls risk elderly subjects with a history of tripping falls were analyzed. The MTC signal from each subject was decomposed to eight detailed signals at different wavelet scales by using the discrete wavelet transform. The variances of detailed signals at scales 8 to 1 were calculated. The multiscale exponent (beta) was then estimated from the slope of the variance progression at successive scales. The variance at scale 5 was significantly (ppathological conditions. Early detection of gait pattern changes due to ageing and balance impairments using wavelet-based multiscale analysis might provide the opportunity to initiate preemptive measures to be undertaken to avoid injurious falls.

Embedded DCT and wavelet methods for fine granular scalable video: analysis and comparison

Science.gov (United States)

van der Schaar-Mitrea, Mihaela; Chen, Yingwei; Radha, Hayder

2000-04-01

Video transmission over bandwidth-varying networks is becoming increasingly important due to emerging applications such as streaming of video over the Internet. The fundamental obstacle in designing such systems resides in the varying characteristics of the Internet (i.e. bandwidth variations and packet-loss patterns). In MPEG-4, a new SNR scalability scheme, called Fine-Granular-Scalability (FGS), is currently under standardization, which is able to adapt in real-time (i.e. at transmission time) to Internet bandwidth variations. The FGS framework consists of a non-scalable motion-predicted base-layer and an intra-coded fine-granular scalable enhancement layer. For example, the base layer can be coded using a DCT-based MPEG-4 compliant, highly efficient video compression scheme. Subsequently, the difference between the original and decoded base-layer is computed, and the resulting FGS-residual signal is intra-frame coded with an embedded scalable coder. In order to achieve high coding efficiency when compressing the FGS enhancement layer, it is crucial to analyze the nature and characteristics of residual signals common to the SNR scalability framework (including FGS). In this paper, we present a thorough analysis of SNR residual signals by evaluating its statistical properties, compaction efficiency and frequency characteristics. The signal analysis revealed that the energy compaction of the DCT and wavelet transforms is limited and the frequency characteristic of SNR residual signals decay rather slowly. Moreover, the blockiness artifacts of the low bit-rate coded base-layer result in artificial high frequencies in the residual signal. Subsequently, a variety of wavelet and embedded DCT coding techniques applicable to the FGS framework are evaluated and their results are interpreted based on the identified signal properties. As expected from the theoretical signal analysis, the rate-distortion performances of the embedded wavelet and DCT-based coders are very

Detection of Driver Drowsiness Using Wavelet Analysis of Heart Rate Variability and a Support Vector Machine Classifier

Directory of Open Access Journals (Sweden)

Gang Li

2013-12-01

Full Text Available Driving while fatigued is just as dangerous as drunk driving and may result in car accidents. Heart rate variability (HRV analysis has been studied recently for the detection of driver drowsiness. However, the detection reliability has been lower than anticipated, because the HRV signals of drivers were always regarded as stationary signals. The wavelet transform method is a method for analyzing non-stationary signals. The aim of this study is to classify alert and drowsy driving events using the wavelet transform of HRV signals over short time periods and to compare the classification performance of this method with the conventional method that uses fast Fourier transform (FFT-based features. Based on the standard shortest duration for FFT-based short-term HRV evaluation, the wavelet decomposition is performed on 2-min HRV samples, as well as 1-min and 3-min samples for reference purposes. A receiver operation curve (ROC analysis and a support vector machine (SVM classifier are used for feature selection and classification, respectively. The ROC analysis results show that the wavelet-based method performs better than the FFT-based method regardless of the duration of the HRV sample that is used. Finally, based on the real-time requirements for driver drowsiness detection, the SVM classifier is trained using eighty FFT and wavelet-based features that are extracted from 1-min HRV signals from four subjects. The averaged leave-one-out (LOO classification performance using wavelet-based feature is 95% accuracy, 95% sensitivity, and 95% specificity. This is better than the FFT-based results that have 68.8% accuracy, 62.5% sensitivity, and 75% specificity. In addition, the proposed hardware platform is inexpensive and easy-to-use.

Scalets, wavelets and (complex) turning point quantization

Science.gov (United States)

Handy, C. R.; Brooks, H. A.

2001-05-01

Despite the many successes of wavelet analysis in image and signal processing, the incorporation of continuous wavelet transform theory within quantum mechanics has lacked a compelling, first principles, motivating analytical framework, until now. For arbitrary one-dimensional rational fraction Hamiltonians, we develop a simple, unified formalism, which clearly underscores the complementary, and mutually interdependent, role played by moment quantization theory (i.e. via scalets, as defined herein) and wavelets. This analysis involves no approximation of the Hamiltonian within the (equivalent) wavelet space, and emphasizes the importance of (complex) multiple turning point contributions in the quantization process. We apply the method to three illustrative examples. These include the (double-well) quartic anharmonic oscillator potential problem, V(x) = Z2x2 + gx4, the quartic potential, V(x) = x4, and the very interesting and significant non-Hermitian potential V(x) = -(ix)3, recently studied by Bender and Boettcher.

Multifractals Properties on the Near Infrared Spectroscopy of Human Brain Hemodynamic

Directory of Open Access Journals (Sweden)

Truong Quang Dang Khoa

2012-01-01

Full Text Available Nonlinear physics presents us with a perplexing variety of complicated fractal objects and strange sets. Naturally one wishes to characterize the objects and describe the events occurring on them. Moreover, most time series found in “real-life” applications appear quite noisy. Therefore, at almost every point in time, they cannot be approximated either by the Taylor series or by the Fourier series of just a few terms. Many experimental time series have fractal features and display singular behavior, the so-called singularities. The multifractal spectrum quantifies the degree of fractals in the processes generating the time series. A novel definition is proposed called full-width Hölder exponents that indicate maximum expansion of multifractal spectrum. The obtained results have demonstrated the multifractal structure of near-infrared spectroscopy time series and the evidence for brain imagery activities.

Analysis of Satellite Drag Coefficient Based on Wavelet Transform

Science.gov (United States)

Liu, Wei; Wang, Ronglan; Liu, Siqing

Abstract: Drag coefficient sequence was obtained by solving Tiangong1 continuous 55days GPS orbit data with different arc length. The same period solar flux f10.7 and geomagnetic index Ap ap series were high and low frequency multi-wavelet decomposition. Statistical analysis results of the layers sliding correlation between space environmental parameters and decomposition of Cd, showed that the satellite drag coefficient sequence after wavelet decomposition and the corresponding level of f10.7 Ap sequence with good lag correlation. It also verified that the Cd prediction is feasible. Prediction residuals of Cd with different regression models and different sample length were analysed. The results showed that the case was best when setting sample length 20 days and f10.7 regression model were used. It also showed that NRLMSIS-00 model's response in the region of 350km (Tiangong's altitude) and low-middle latitude (Tiangong's inclination) is excessive in ascent stage of geomagnetic activity Ap and is inadequate during fall off segment. Additionally, the low-frequency decomposition components NRLMSIS-00 model's response is appropriate in f10.7 rising segment. High frequency decomposition section, Showed NRLMSIS-00 model's response is small-scale inadequate during f10.7 ascent segment and is reverse in decline of f10.7. Finally, the potential use of a summary and outlook were listed; This method has an important reference value to improve the spacecraft orbit prediction accuracy. Key words: wavelet transform; drag coefficient; lag correlation; Tiangong1;space environment

Wavelet coherence analysis of dynamic cerebral autoregulation in neonatal hypoxic–ischemic encephalopathy

Directory of Open Access Journals (Sweden)

Fenghua Tian

2016-01-01

Full Text Available Cerebral autoregulation represents the physiological mechanisms that keep brain perfusion relatively constant in the face of changes in blood pressure and thus plays an essential role in normal brain function. This study assessed cerebral autoregulation in nine newborns with moderate-to-severe hypoxic–ischemic encephalopathy (HIE. These neonates received hypothermic therapy during the first 72 h of life while mean arterial pressure (MAP and cerebral tissue oxygenation saturation (SctO2 were continuously recorded. Wavelet coherence analysis, which is a time-frequency domain approach, was used to characterize the dynamic relationship between spontaneous oscillations in MAP and SctO2. Wavelet-based metrics of phase, coherence and gain were derived for quantitative evaluation of cerebral autoregulation. We found cerebral autoregulation in neonates with HIE was time-scale-dependent in nature. Specifically, the spontaneous changes in MAP and SctO2 had in-phase coherence at time scales of less than 80 min (<0.0002 Hz in frequency, whereas they showed anti-phase coherence at time scales of around 2.5 h (~0.0001 Hz in frequency. Both the in-phase and anti-phase coherence appeared to be related to worse clinical outcomes. These findings suggest the potential clinical use of wavelet coherence analysis to assess dynamic cerebral autoregulation in neonatal HIE during hypothermia.

Flow meter fault isolation in building central chilling systems using wavelet analysis

International Nuclear Information System (INIS)

Chen Youming; Hao Xiaoli; Zhang Guoqiang; Wang Shengwei

2006-01-01

This paper presents an approach to isolate flow meter faults in building central chilling systems. It mathematically explains the fault collinearity among the flow meters in central chilling systems and points out that the sensor validation index (SVI) used in principal component analysis (PCA) is incapable of isolating flow meter faults due to the fault collinearity. The wavelet transform is used to isolate the flow meter faults as a substitute for the SVI of PCA. This approach can identify various variations in measuring signals, such as ramp, step, discontinuity etc., due to the good property of the wavelet in local time-frequency. Some examples are given to demonstrate its ability of fault isolation for the flow meters

Time-frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes

Science.gov (United States)

Abid, Fathi; Kaffel, Bilel

2018-01-01

Understanding the interrelationships of the global macro assets is crucial for global macro investing. This paper investigates the local variance and the interconnection between the stock, gold, oil, Forex and the implied volatility markets in the time/frequency domains using the wavelet methodology, including the wavelet power spectrum, the wavelet squared coherence and phase difference, the wavelet multiple correlation and cross-correlation. The univariate analysis reveals that, in some crisis periods, underlying asset markets present the same pattern in terms of the wavelet power spectrum indicating high volatility for the medium scale, and that for the other market stress periods, volatility behaves differently. Moreover, unlike the underlying asset markets, the implied volatility markets are characterized by high power regions across the entire period, even in the absence of economic events. Bivariate results show a bidirectional relationship between the underlying assets and their corresponding implied volatility indexes, and a steady co-movement between the stock index and its corresponding fear index. Multiple correlation analysis indicates a strong correlation between markets at high scales with evidence of a nearly perfect integration for a period longer than a year. In addition, the hedging strategies based on the volatility index lead to an increase in portfolio correlation. On the other hand, the results from multiple cross-correlations reveal that the lead-lag effect starts from the medium scale and that the VIX (stock market volatility index) index is the potential leader or follower of the other markets.

Multiscale change-point analysis of inhomogeneous Poisson processes using unbalanced wavelet decompositions

NARCIS (Netherlands)

Jansen, M.H.; Di Bucchianico, A.; Mattheij, R.M.M.; Peletier, M.A.

2006-01-01

We present a continuous wavelet analysis of count data with timevarying intensities. The objective is to extract intervals with significant intensities from background intervals. This includes the precise starting point of the significant interval, its exact duration and the (average) level of

Directional dual-tree rational-dilation complex wavelet transform.

Science.gov (United States)

Serbes, Gorkem; Gulcur, Halil Ozcan; Aydin, Nizamettin

2014-01-01

Dyadic discrete wavelet transform (DWT) has been used successfully in processing signals having non-oscillatory transient behaviour. However, due to the low Q-factor property of their wavelet atoms, the dyadic DWT is less effective in processing oscillatory signals such as embolic signals (ESs). ESs are extracted from quadrature Doppler signals, which are the output of Doppler ultrasound systems. In order to process ESs, firstly, a pre-processing operation known as phase filtering for obtaining directional signals from quadrature Doppler signals must be employed. Only then, wavelet based methods can be applied to these directional signals for further analysis. In this study, a directional dual-tree rational-dilation complex wavelet transform, which can be applied directly to quadrature signals and has the ability of extracting directional information during analysis, is introduced.

Coating adherence in galvanized steel assessed by acoustic emission wavelet analysis

International Nuclear Information System (INIS)

Gallego, Antolino; Gil, Jose F.; Vico, Juan M.; Ruzzante, Jose E.; Piotrkowski, Rosa

2005-01-01

Coating-substrate adherence in galvanized steel is evaluated by acoustic emission wavelet analysis in scratch tests on hot-dip galvanized samples. The acoustic emission results are compared with optical and electron microscopy observations in order to understand coating features related to adherence and to establish criteria aimed at improving the manufacture process

Construction and decomposition of biorthogonal vector-valued wavelets with compact support

International Nuclear Information System (INIS)

Chen Qingjiang; Cao Huaixin; Shi Zhi

2009-01-01

In this article, we introduce vector-valued multiresolution analysis and the biorthogonal vector-valued wavelets with four-scale. The existence of a class of biorthogonal vector-valued wavelets with compact support associated with a pair of biorthogonal vector-valued scaling functions with compact support is discussed. A method for designing a class of biorthogonal compactly supported vector-valued wavelets with four-scale is proposed by virtue of multiresolution analysis and matrix theory. The biorthogonality properties concerning vector-valued wavelet packets are characterized with the aid of time-frequency analysis method and operator theory. Three biorthogonality formulas regarding them are presented.

Cutting force response in milling of Inconel: analysis by wavelet and Hilbert-Huang Transforms

Directory of Open Access Journals (Sweden)

Grzegorz Litak

Full Text Available We study the milling process of Inconel. By continuously increasing the cutting depth we follow the system response and appearance of oscillations of larger amplitude. The cutting force amplitude and frequency analysis has been done by means of wavelets and Hilbert-Huang transform. We report that in our system the force oscillations are closely related to the rotational motion of the tool and advocate for a regenerative mechanism of chatter vibrations. To identify vibrations amplitudes occurrence in time scale we apply wavelet and Hilbert-Huang transforms.

Data analysis in Raman measurements of biological tissues using wavelet techniques

Science.gov (United States)

Gaeta, Giovanni M.; Zenone, Flora; Camerlingo, Carlo; Riccio, Roberto; Moro, Gianfranco; Lepore, Maria; Indovina, Pietro L.

2005-03-01

Raman spectroscopy of oral tissues is a promising tool for in vivo diagnosis of oral pathologies, due to the high chemical and structural information content of Raman spectra. However, measurements on biological tissues are usually hindered by low level signals and by the presence of interfering noise and background components due to light diffusion or fluorescence processes. Numerical methods can be used in data analysis, in order to overcome these problems. In this work the wavelet multicomponent decomposition approach has been tested in a series of micro-Raman measurements performed on "in vitro" animal tissue samples. The experimental set-up was mainly composed by a He-Ne laser and a monochromator equipped with a liquid nitrogen cooled CCD equipped with a grating of 1800 grooves/mm. The laser light was focused on the sample surface by means of a 50 X optical objective. The resulting spectra were analysed using a wavelet software package and the contribution of different vibration modes have been singled out. In particular, the C=C stretching mode, and the CH2 bending mode of amide I and amide III and tyrosine contributions were present. The validity of wavelet approach in the data treatment has been also successfully tested on aspirin.

Intermittency and multifractional Brownian character of geomagnetic time series

Directory of Open Access Journals (Sweden)

G. Consolini

2013-07-01

Full Text Available The Earth's magnetosphere exhibits a complex behavior in response to the solar wind conditions. This behavior, which is described in terms of mutifractional Brownian motions, could be the consequence of the occurrence of dynamical phase transitions. On the other hand, it has been shown that the dynamics of the geomagnetic signals is also characterized by intermittency at the smallest temporal scales. Here, we focus on the existence of a possible relationship in the geomagnetic time series between the multifractional Brownian motion character and the occurrence of intermittency. In detail, we investigate the multifractional nature of two long time series of the horizontal intensity of the Earth's magnetic field as measured at L'Aquila Geomagnetic Observatory during two years (2001 and 2008, which correspond to different conditions of solar activity. We propose a possible double origin of the intermittent character of the small-scale magnetic field fluctuations, which is related to both the multifractional nature of the geomagnetic field and the intermittent character of the disturbance level. Our results suggest a more complex nature of the geomagnetic response to solar wind changes than previously thought.

Fractional governing equations of transient groundwater flow in confined aquifers with multi-fractional dimensions in fractional time

OpenAIRE

M. L. Kavvas; T. Tu; A. Ercan; J. Polsinelli

2017-01-01

Using fractional calculus, a dimensionally consistent governing equation of transient, saturated groundwater flow in fractional time in a multi-fractional confined aquifer is developed. First, a dimensionally consistent continuity equation for transient saturated groundwater flow in fractional time and in a multi-fractional, multidimensional confined aquifer is developed. For the equation of water flux within a multi-fractional multidimensional confined aquifer, a dimensionally...

Wavelets analysis for differentiating solid, non-macroscopic fat containing, enhancing renal masses: a pilot study

Science.gov (United States)

Varghese, Bino; Hwang, Darryl; Mohamed, Passant; Cen, Steven; Deng, Christopher; Chang, Michael; Duddalwar, Vinay

2017-11-01

Purpose: To evaluate potential use of wavelets analysis in discriminating benign and malignant renal masses (RM) Materials and Methods: Regions of interest of the whole lesion were manually segmented and co-registered from multiphase CT acquisitions of 144 patients (98 malignant RM: renal cell carcinoma (RCC) and 46 benign RM: oncocytoma, lipid-poor angiomyolipoma). Here, the Haar wavelet was used to analyze the grayscale images of the largest segmented tumor in the axial direction. Six metrics (energy, entropy, homogeneity, contrast, standard deviation (SD) and variance) derived from 3-levels of image decomposition in 3 directions (horizontal, vertical and diagonal) respectively, were used to quantify tumor texture. Independent t-test or Wilcoxon rank sum test depending on data normality were used as exploratory univariate analysis. Stepwise logistic regression and receiver operator characteristics (ROC) curve analysis were used to select predictors and assess prediction accuracy, respectively. Results: Consistently, 5 out of 6 wavelet-based texture measures (except homogeneity) were higher for malignant tumors compared to benign, when accounting for individual texture direction. Homogeneity was consistently lower in malignant than benign tumors irrespective of direction. SD and variance measured in the diagonal direction on the corticomedullary phase showed significant (p<0.05) difference between benign versus malignant tumors. The multivariate model with variance (3 directions) and SD (vertical direction) extracted from the excretory and pre-contrast phase, respectively showed an area under the ROC curve (AUC) of 0.78 (p < 0.05) in discriminating malignant from benign. Conclusion: Wavelet analysis is a valuable texture evaluation tool to add to a radiomics platforms geared at reliably characterizing and stratifying renal masses.

Multifractality in edge localized modes in Japan Atomic Energy Research Institute Tokamak-60 Upgrade

International Nuclear Information System (INIS)

Bak, P.E.; Asakura, N.; Miura, Y.; Nakano, T.; Yoshino, R.

2001-01-01

The temporal losses of confinement during edge localized modes in the Japan Atomic Energy Research Institute Tokamak-60 Upgrade (JT-60U) show multifractal scaling and the spectra are generally smooth, but in some cases there are signs of discontinuous derivatives. Dynamics of the Sugama-Horton model, interpreted as edge localized modes, also display multifractal scaling. The spectra display singularities in the derivative, which can be interpreted as a phase transition. It is argued that the multifractal spectra of edge localized modes can be used to discriminate between different experimental discharges and validate edge localized mode models

Empirical method to measure stochasticity and multifractality in nonlinear time series

Science.gov (United States)

Lin, Chih-Hao; Chang, Chia-Seng; Li, Sai-Ping

2013-12-01

An empirical algorithm is used here to study the stochastic and multifractal nature of nonlinear time series. A parameter can be defined to quantitatively measure the deviation of the time series from a Wiener process so that the stochasticity of different time series can be compared. The local volatility of the time series under study can be constructed using this algorithm, and the multifractal structure of the time series can be analyzed by using this local volatility. As an example, we employ this method to analyze financial time series from different stock markets. The result shows that while developed markets evolve very much like an Ito process, the emergent markets are far from efficient. Differences about the multifractal structures and leverage effects between developed and emergent markets are discussed. The algorithm used here can be applied in a similar fashion to study time series of other complex systems.

Selection of the wavelet function for the frequencies estimation; Seleccion de la funcion wavelet para la estimacion de frecuencias

Energy Technology Data Exchange (ETDEWEB)

Garcia R, A. [ININ, Carretera Mexico-Toluca S/N, 52750 La Marquesa, Ocoyoacac, Estado de Mexico (Mexico)]. e-mail: ramador@nuclear.inin.mx

2007-07-01

At the moment the signals are used to diagnose the state of the systems, by means of the extraction of their more important characteristics such as the frequencies, tendencies, changes and temporary evolutions. This characteristics are detected by means of diverse analysis techniques, as Autoregressive methods, Fourier Transformation, Fourier transformation in short time, Wavelet transformation, among others. The present work uses the one Wavelet transformation because it allows to analyze stationary, quasi-stationary and transitory signals in the time-frequency plane. It also describes a methodology to select the scales and the Wavelet function to be applied the one Wavelet transformation with the objective of detecting to the dominant system frequencies. (Author)

Analysis of the geomagnetic activity of the Dst index and self-affine fractals using wavelet transforms

Directory of Open Access Journals (Sweden)

H. L. Wei

2004-01-01

Full Text Available The geomagnetic activity of the Dst index is analyzed using wavelet transforms and it is shown that the Dst index possesses properties associated with self-affine fractals. For example, the power spectral density obeys a power-law dependence on frequency, and therefore the Dst index can be viewed as a self-affine fractal dynamic process. In fact, the behaviour of the Dst index, with a Hurst exponent H≈0.5 (power-law exponent β≈2 at high frequency, is similar to that of Brownian motion. Therefore, the dynamical invariants of the Dst index may be described by a potential Brownian motion model. Characterization of the geomagnetic activity has been studied by analysing the geomagnetic field using a wavelet covariance technique. The wavelet covariance exponent provides a direct effective measure of the strength of persistence of the Dst index. One of the advantages of wavelet analysis is that many inherent problems encountered in Fourier transform methods, such as windowing and detrending, are not necessary.

Analysis of Ultrasonic Transmitted Signal for Apple using Wavelet Transform

International Nuclear Information System (INIS)

Kim, Ki Bok; Lee, Sang Dae; Choi, Man Yong; Kim, Man Soo

2005-01-01

This study was conducted to analyze the ultrasonic transmitted signal for apple using wavelet transform. Fruit consists of nonlinear visco-elastic properties such as flesh, an ovary and rind and lienee most ultrasonic wave is attenuated and its frequency is shifted during passing the fruit. Thus it is not easy to evaluate the internal quality of the fruit using typical ultrasonic parameters such as wave velocity, attenuation, and frequency spectrum. The discrete wavelet transform was applied to the ultrasonic transmitted signal for apple. The magnitude of the first peak frequency of the wavelet basis from the ultrasonic transmitted signal showed a close correlation to the storage time of apple

Multivariate wavelet frames

CERN Document Server

Skopina, Maria; Protasov, Vladimir

2016-01-01

This book presents a systematic study of multivariate wavelet frames with matrix dilation, in particular, orthogonal and bi-orthogonal bases, which are a special case of frames. Further, it provides algorithmic methods for the construction of dual and tight wavelet frames with a desirable approximation order, namely compactly supported wavelet frames, which are commonly required by engineers. It particularly focuses on methods of constructing them. Wavelet bases and frames are actively used in numerous applications such as audio and graphic signal processing, compression and transmission of information. They are especially useful in image recovery from incomplete observed data due to the redundancy of frame systems. The construction of multivariate wavelet frames, especially bases, with desirable properties remains a challenging problem as although a general scheme of construction is well known, its practical implementation in the multidimensional setting is difficult. Another important feature of wavelet is ...

Wavelet and receiver operating characteristic analysis of heart rate variability

Science.gov (United States)

McCaffery, G.; Griffith, T. M.; Naka, K.; Frennaux, M. P.; Matthai, C. C.

2002-02-01

Multiresolution wavelet analysis has been used to study the heart rate variability in two classes of patients with different pathological conditions. The scale dependent measure of Thurner et al. was found to be statistically significant in discriminating patients suffering from hypercardiomyopathy from a control set of normal subjects. We have performed Receiver Operating Characteristc (ROC) analysis and found the ROC area to be a useful measure by which to label the significance of the discrimination, as well as to describe the severity of heart dysfunction.

Instrument-independent analysis of music by means of the continuous wavelet transform

Science.gov (United States)

Olmo, Gabriella; Dovis, Fabio; Benotto, Paolo; Calosso, Claudio; Passaro, Pierluigi

1999-10-01

This paper deals with the problem of automatic recognition of music. Segments of digitized music are processed by means of a Continuous Wavelet Transform, properly chosen so as to match the spectral characteristics of the signal. In order to achieve a good time-scale representation of the signal components a novel wavelet has been designed suited to the musical signal features. particular care has been devoted towards an efficient implementation, which operates in the frequency domain, and includes proper segmentation and aliasing reduction techniques to make the analysis of long signals feasible. The method achieves very good performance in terms of both time and frequency selectivity, and can yield the estimate and the localization in time of both the fundamental frequency and the main harmonics of each tone. The analysis is used as a preprocessing step for a recognition algorithm, which we show to be almost independent on the instrument reproducing the sounds. Simulations are provided to demonstrate the effectiveness of the proposed method.

Multifractal Omori law for earthquake triggering: new tests on the California, Japan and worldwide catalogues

Science.gov (United States)

Ouillon, G.; Sornette, D.; Ribeiro, E.

2009-07-01

The Multifractal Stress-Activated model is a statistical model of triggered seismicity based on mechanical and thermodynamic principles. It predicts that, above a triggering magnitude cut-off M0, the exponent p of the Omori law for the time decay of the rate of aftershocks is a linear increasing function p(M) = a0M + b0 of the main shock magnitude M. We previously reported empirical support for this prediction, using the Southern California Earthquake Center (SCEC) catalogue. Here, we confirm this observation using an updated, longer version of the same catalogue, as well as new methods to estimate p. One of this methods is the newly defined Scaling Function Analysis (SFA), adapted from the wavelet transform. This method is able to measure a mathematical singularity (hence a p-value), erasing the possible regular part of a time-series. The SFA also proves particularly efficient to reveal the coexistence and superposition of several types of relaxation laws (typical Omori sequences and short-lived swarms sequences) which can be mixed within the same catalogue. Another new method consists in monitoring the largest aftershock magnitude observed in successive time intervals, and thus shortcuts the problem of missing events with small magnitudes in aftershock catalogues. The same methods are used on data from the worldwide Harvard Centroid Moment Tensor (CMT) catalogue and show results compatible with those of Southern California. For the Japan Meteorological Agency (JMA) catalogue, we still observe a linear dependence of p on M, but with a smaller slope. The SFA shows however that results for this catalogue may be biased by numerous swarm sequences, despite our efforts to remove them before the analysis.

Wavelet based free-form deformations for nonrigid registration

Science.gov (United States)

Sun, Wei; Niessen, Wiro J.; Klein, Stefan

2014-03-01

In nonrigid registration, deformations may take place on the coarse and fine scales. For the conventional B-splines based free-form deformation (FFD) registration, these coarse- and fine-scale deformations are all represented by basis functions of a single scale. Meanwhile, wavelets have been proposed as a signal representation suitable for multi-scale problems. Wavelet analysis leads to a unique decomposition of a signal into its coarse- and fine-scale components. Potentially, this could therefore be useful for image registration. In this work, we investigate whether a wavelet-based FFD model has advantages for nonrigid image registration. We use a B-splines based wavelet, as defined by Cai and Wang.1 This wavelet is expressed as a linear combination of B-spline basis functions. Derived from the original B-spline function, this wavelet is smooth, differentiable, and compactly supported. The basis functions of this wavelet are orthogonal across scales in Sobolev space. This wavelet was previously used for registration in computer vision, in 2D optical flow problems,2 but it was not compared with the conventional B-spline FFD in medical image registration problems. An advantage of choosing this B-splines based wavelet model is that the space of allowable deformation is exactly equivalent to that of the traditional B-spline. The wavelet transformation is essentially a (linear) reparameterization of the B-spline transformation model. Experiments on 10 CT lung and 18 T1-weighted MRI brain datasets show that wavelet based registration leads to smoother deformation fields than traditional B-splines based registration, while achieving better accuracy.

[Application of wavelet transform and neural network in the near-infrared spectrum analysis of oil shale].

Science.gov (United States)

Li, Su-Yi; Ji, Yan-Ju; Liu, Wei-Yu; Wang, Zhi-Hong

2013-04-01

In the present study, an innovative method is proposed, employing both wavelet transform and neural network, to analyze the near-infrared spectrum data in oil shale survey. The method entails using db8 wavelet at 3 levels decomposition to process raw data, using the transformed data as the input matrix, and creating the model through neural network. To verify the validity of the method, this study analyzes 30 synthesized oil shale samples, in which 20 samples are randomly selected for network training, the other 10 for model prediction, and uses the full spectrum and the wavelet transformed spectrum to carry out 10 network models, respectively. Results show that the mean speed of the full spectrum neural network modeling is 570.33 seconds, and the predicted residual sum of squares (PRESS) and correlation coefficient of prediction are 0.006 012 and 0.843 75, respectively. In contrast, the mean speed of the wavelet network modeling method is 3.15 seconds, and the mean PRESS and correlation coefficient of prediction are 0.002 048 and 0.953 19, respectively. These results demonstrate that the wavelet neural network modeling method is significantly superior to the full spectrum neural network modeling method. This study not only provides a new method for more efficient and accurate detection of the oil content of oil shale, but also indicates the potential for applying wavelet transform and neutral network in broad near-infrared spectrum analysis.

Multiresolution analysis (discrete wavelet transform) through Daubechies family for emotion recognition in speech.

Science.gov (United States)

Campo, D.; Quintero, O. L.; Bastidas, M.

2016-04-01

We propose a study of the mathematical properties of voice as an audio signal. This work includes signals in which the channel conditions are not ideal for emotion recognition. Multiresolution analysis- discrete wavelet transform - was performed through the use of Daubechies Wavelet Family (Db1-Haar, Db6, Db8, Db10) allowing the decomposition of the initial audio signal into sets of coefficients on which a set of features was extracted and analyzed statistically in order to differentiate emotional states. ANNs proved to be a system that allows an appropriate classification of such states. This study shows that the extracted features using wavelet decomposition are enough to analyze and extract emotional content in audio signals presenting a high accuracy rate in classification of emotional states without the need to use other kinds of classical frequency-time features. Accordingly, this paper seeks to characterize mathematically the six basic emotions in humans: boredom, disgust, happiness, anxiety, anger and sadness, also included the neutrality, for a total of seven states to identify.

Wavelet transform for the evaluation of peak intensities in flow-injection analysis

NARCIS (Netherlands)

Bos, M.; Hoogendam, E.

1992-01-01

The application of the wavelet transform in the determination of peak intensities in flow-injection analysis was studied with regard to its properties of minimizing the effects of noise and baseline drift. The results indicate that for white noise and a favourable peak shape a signal-to-noise ratio

Multiplicative multifractal modeling and discrimination of human neuronal activity

International Nuclear Information System (INIS)

Zheng Yi; Gao Jianbo; Sanchez, Justin C.; Principe, Jose C.; Okun, Michael S.

2005-01-01

Understanding neuronal firing patterns is one of the most important problems in theoretical neuroscience. It is also very important for clinical neurosurgery. In this Letter, we introduce a computational procedure to examine whether neuronal firing recordings could be characterized by cascade multiplicative multifractals. By analyzing raw recording data as well as generated spike train data from 3 patients collected in two brain areas, the globus pallidus externa (GPe) and the globus pallidus interna (GPi), we show that the neural firings are consistent with a multifractal process over certain time scale range (t 1 ,t 2 ), where t 1 is argued to be not smaller than the mean inter-spike-interval of neuronal firings, while t 2 may be related to the time that neuronal signals propagate in the major neural branching structures pertinent to GPi and GPe. The generalized dimension spectrum D q effectively differentiates the two brain areas, both intra- and inter-patients. For distinguishing between GPe and GPi, it is further shown that the cascade model is more effective than the methods recently examined by Schiff et al. as well as the Fano factor analysis. Therefore, the methodology may be useful in developing computer aided tools to help clinicians perform precision neurosurgery in the operating room

Multifractality and herding behavior in the Japanese stock market

International Nuclear Information System (INIS)

Cajueiro, Daniel O.; Tabak, Benjamin M.

2009-01-01

In this paper we present evidence of multifractality and herding behavior for a large set of Japanese stocks traded in the Tokyo Stock Exchange. We find evidence that herding behavior occurs in periods of extreme market movements. Therefore, based on the intuition behind the tests to detect herding phenomenon developed, for instance, in Christie and Huang [Christie W, Huang R. Following the pied pier: do individual returns herd around the market? Financ Analysts J 1995;51:31-7] and Chang et al. [Chang EC, Cheng JW, Khorana A. Examination of herd behavior in equity markets: an international perspective. J Bank Finance 2000;24:1651-99], we suggest that herding behavior may be one of the causes of multifractality.

Stability analysis of CMFD acceleration for the wavelet expansion method of neutron transport equation

International Nuclear Information System (INIS)

Zheng Youqi; Wu Hongchun; Cao Liangzhi

2013-01-01

This paper describes the stability analysis for the coarse mesh finite difference (CMFD) acceleration used in the wavelet expansion method. The nonlinear CMFD acceleration scheme is transformed by linearization and the Fourier ansatz is introduced into the linearized formulae. The spectral radius is defined as the stability criterion, which is the least upper bound (LUB) of the largest eigenvalue of Fourier analysis matrix. The stability analysis considers the effect of mesh size (spectral length), coarse mesh division and scattering ratio. The results show that for the wavelet expansion method, the CMFD acceleration is conditionally stable. The small size of fine mesh brings stability and fast convergent. With the increase of the mesh size, the stability becomes worse. The scattering ratio does not impact the stability obviously. It makes the CMFD acceleration highly efficient in the strong scattering case. The results of Fourier analysis are verified by the numerical tests based on a homogeneous slab problem.

Wavelet Analysis for Molecular Dynamics

Science.gov (United States)

2015-06-01

Our method takes as input the topology and sparsity of the bonding structure of a molecular system, and returns a hierarchical set of system-specific...problems, such as modeling crack initiation and propagation, or interfacial phenomena. In the present work, we introduce a wavelet-based approach to extend...Several functional forms are common for angle poten- tials complicating not only implementation but also choice of approximation. In all cases, the

From cardinal spline wavelet bases to highly coherent dictionaries

International Nuclear Information System (INIS)

Andrle, Miroslav; Rebollo-Neira, Laura

2008-01-01

Wavelet families arise by scaling and translations of a prototype function, called the mother wavelet. The construction of wavelet bases for cardinal spline spaces is generally carried out within the multi-resolution analysis scheme. Thus, the usual way of increasing the dimension of the multi-resolution subspaces is by augmenting the scaling factor. We show here that, when working on a compact interval, the identical effect can be achieved without changing the wavelet scale but reducing the translation parameter. By such a procedure we generate a redundant frame, called a dictionary, spanning the same spaces as a wavelet basis but with wavelets of broader support. We characterize the correlation of the dictionary elements by measuring their 'coherence' and produce examples illustrating the relevance of highly coherent dictionaries to problems of sparse signal representation. (fast track communication)

An Investigation on Micro-Raman Spectra and Wavelet Data Analysis for Pemphigus Vulgaris Follow-up Monitoring

OpenAIRE

Camerlingo, Carlo; Zenone, Flora; Perna, Giuseppe; Capozzi, Vito; Cirillo, Nicola; Gaeta, Giovanni Maria; Lepore, Maria

2008-01-01

A wavelet multi-component decomposition algorithm has been used for data analysis of micro-Raman spectra of blood serum samples from patients affected by pemphigus vulgaris at different stages. Pemphigus is a chronic, autoimmune, blistering disease of the skin and mucous membranes with a potentially fatal outcome. Spectra were measured by means of a Raman confocal microspectrometer apparatus using the 632.8 nm line of a He-Ne laser source. A discrete wavelet transform decomposition method has...

Wavelet analysis on transient behaviour of tidal amplitude fluctuations observed by meteor radar in the lower thermosphere above Bulgaria

Directory of Open Access Journals (Sweden)

D. Pancheva

Full Text Available On the basis of bispectral analysis applied to the hourly data set of neutral wind measured by meteor radar in the MLT region above Bulgaria it was demonstrated that nonlinear processes are frequently and regularly acting in the mesopause region. They contribute significantly to the short-term tidal variability and are apparently responsible for the observed complicated behavior of the tidal characteristics. A Morlet wavelet transform is proposed as a technique for studying nonstationary signals. By simulated data it was revealed that the Morlet wavelet transform is especially convenient for analyzing signals with: (1 a wide range of dominant frequencies which are localized in different time intervals; (2 amplitude and frequency modulated spectral components, and (3 singular, wave-like events, observed in the neutral wind of the MLT region and connected mainly with large-scale disturbances propagated from below. By applying a Morlet wavelet transform to the hourly values of the amplitudes of diurnal and semidiurnal tides the basic oscillations with periods of planetary waves (1.5-20 days, as well as their development in time, are obtained. A cross-wavelet analysis is used to clarify the relation between the tidal and mean neutral wind variability. The results of bispectral analysis indicate which planetary waves participated in the nonlinear coupling with the atmospheric tides, while the results of cross-wavelet analysis outline their time intervals if these interactions are local.

Key words: Meteorology and atmospheric dynamics (middle atmosphere dynamics; waves and tides - Radio science (nonlinear phenomena

Multifractal analysis of implied volatility in index options

Science.gov (United States)

Oh, GabJin

2014-06-01

In this paper, we analyze the statistical and the non-linear properties of the log-variations in implied volatility for the CAC40, DAX and S& P500 daily index options. The price of an index option is generally represented by its implied volatility surface, including its smile and skew properties. We utilize a Lévy process model as the underlying asset to deepen our understanding of the intrinsic property of the implied volatility in the index options and estimate the implied volatility surface. We find that the options pricing models with the exponential Lévy model can reproduce the smile or sneer features of the implied volatility that are observed in real options markets. We study the variation in the implied volatility for at-the-money index call and put options, and we find that the distribution function follows a power-law distribution with an exponent of 3.5 ≤ γ ≤ 4.5. Especially, the variation in the implied volatility exhibits multifractal spectral characteristics, and the global financial crisis has influenced the complexity of the option markets.

Symmetries and stochastic symmetry breaking in multifractal geophysics: analysis and simulation with the help of the Lévy-Clifford algebra of cascade generators..

Science.gov (United States)

Schertzer, D. J. M.; Tchiguirinskaia, I.

2016-12-01

Multifractal fields, whose definition is rather independent of their domain dimension, have opened a new approach of geophysics enabling to explore its spatial extension that is of prime importance as underlined by the expression "spatial chaos". However multifractals have been until recently restricted to be scalar valued, i.e. to one-dimensional codomains. This has prevented to deal with the key question of complex component interactions and their non trivial symmetries. We first emphasize that the Lie algebra of stochastic generators of cascade processes enables us to generalize multifractals to arbitrarily large codomains, e.g. flows of vector fields on large dimensional manifolds. In particular, we have recently investigated the neat example of stable Levy generators on Clifford algebra that have a number of seductive properties, e.g. universal statistical and robust algebra properties, both defining the basic symmetries of the corresponding fields (Schertzer and Tchiguirinskaia, 2015). These properties provide a convenient multifractal framework to study both the symmetries of the fields and how they stochastically break the symmetries of the underlying equations due to boundary conditions, large scale rotations and forcings. These developments should help us to answer to challenging questions such as the climatology of (exo-) planets based on first principles (Pierrehumbert, 2013), to fully address the question of the limitations of quasi- geostrophic turbulence (Schertzer et al., 2012) and to explore the peculiar phenomenology of turbulent dynamics of the atmosphere or oceans that is neither two- or three-dimensional. Pierrehumbert, R.T., 2013. Strange news from other stars. Nature Geoscience, 6(2), pp.8183. Schertzer, D. et al., 2012. Quasi-geostrophic turbulence and generalized scale invariance, a theoretical reply. Atmos. Chem. Phys., 12, pp.327336. Schertzer, D. & Tchiguirinskaia, I., 2015. Multifractal vector fields and stochastic Clifford algebra

Adaptive Wavelet Transforms

Energy Technology Data Exchange (ETDEWEB)

Szu, H.; Hsu, C. [Univ. of Southwestern Louisiana, Lafayette, LA (United States)

1996-12-31

Human sensors systems (HSS) may be approximately described as an adaptive or self-learning version of the Wavelet Transforms (WT) that are capable to learn from several input-output associative pairs of suitable transform mother wavelets. Such an Adaptive WT (AWT) is a redundant combination of mother wavelets to either represent or classify inputs.

CHAOS EXPANSION FOR MULTIFRACTIONAL L ´EVY PROCESSES%多分数L´evy过程的混沌展开

Institute of Scientific and Technical Information of China (English)

吕学斌; 马树建

2016-01-01

In this paper, we study the chaos expansion for multifractional L´evy processes. By using the white noise analysis, we give the chaos expansion of multifractional L´evy Processes. Moreover, we derive their L´evy-Hermite transforms and Malliavin derivatives.%本文研究了多分数L´evy过程的混沌展开。利用白噪声分析方法，给出了多分数L´evy过程的混沌展开。进一步地，给出其L´evy-Hermite变换和Malliavin导数。

Bearing faults identification and resonant band demodulation based on wavelet de-noising methods and envelope analysis

Science.gov (United States)

Abdelrhman, Ahmed M.; Sei Kien, Yong; Salman Leong, M.; Meng Hee, Lim; Al-Obaidi, Salah M. Ali

2017-07-01

The vibration signals produced by rotating machinery contain useful information for condition monitoring and fault diagnosis. Fault severities assessment is a challenging task. Wavelet Transform (WT) as a multivariate analysis tool is able to compromise between the time and frequency information in the signals and served as a de-noising method. The CWT scaling function gives different resolutions to the discretely signals such as very fine resolution at lower scale but coarser resolution at a higher scale. However, the computational cost increased as it needs to produce different signal resolutions. DWT has better low computation cost as the dilation function allowed the signals to be decomposed through a tree of low and high pass filters and no further analysing the high-frequency components. In this paper, a method for bearing faults identification is presented by combing Continuous Wavelet Transform (CWT) and Discrete Wavelet Transform (DWT) with envelope analysis for bearing fault diagnosis. The experimental data was sampled by Case Western Reserve University. The analysis result showed that the proposed method is effective in bearing faults detection, identify the exact fault’s location and severity assessment especially for the inner race and outer race faults.

1-D Wavelet Signal Analysis of the Actuators Nonlinearities Impact on the Healthy Control Systems Performance

Directory of Open Access Journals (Sweden)

Nicolae Tudoroiu

2017-09-01

Full Text Available The objective of this paper is to investigate the use of the 1-D wavelet analysis to extract several patterns from signals data sets collected from healthy and faulty input-output signals of control systems as a preliminary step in real-time implementation of fault detection diagnosis and isolation strategies. The 1-D wavelet analysis proved that is an useful tool for signals processing, design and analysis based on wavelet transforms found in a wide range of control systems industrial applications. Based on the fact that in the real life there is a great similitude between the phenomena, we are motivated to extend the applicability of these techniques to solve similar applications from control systems field, such is done in our research work. Their efficiency will be demonstrated on a case study mainly chosen to evaluate the impact of the uncertainties and the nonlinearities of the sensors and actuators on the overall performance of the control systems. The proposed techniques are able to extract in frequency domain some pattern features (signatures of interest directly from the signals data set collected by data acquisition equipment from the control system.

The wavelet analysis for the assessment of microvascular function with the laser Doppler fluxmetry over the last 20 years. Looking for hidden informations.

Science.gov (United States)

Martini, Romeo; Bagno, Andrea

2018-04-14

The wavelet analysis has been applied to the Laser Doppler Fluxmetry for assessing the frequency spectrum of the flowmotion to study the microvascular function waves.Although the application of wavelet analysis has allowed a detailed evaluation of the microvascular function, its use does not seem to be yet widespread over the last two decades.Aiming to improve the diffusion of this methodology, we herein present a systematic review of the literature about the application of the wavelet analysis to the laser Doppler fluxmetry signal. A computer research has been performed on PubMed and Scopus databases from January 1990 to December 2017. The used terms for the investigation have been "wavelet analysis", "wavelet transform analysis", "Morlet wavelet transform" along with the terms "laser Doppler", "laserdoppler" and/or "flowmetry" or "fluxmetry". One hundred and eighteen studies have been found. After the scrutiny, 97 studies reporting data on humans have been selected. Fifty-three studies, 54.0% (95% CI 44.2-63.6) pooled rate, have been performed on 892 healthy subjects and 44, 45,9 % (95% CI 36.3-55.7%) pooled rate have been performed on 1679 patients. No significant difference has been found between the two groups (p 0,81). On average, the number of studies published each year was 4.8 (95% CI 3.4-6.2). The trend of studies production has increased significantly from 1998 to 2017, (p 0.0006). But only the studies on patients have shown a significant increase trend along the years (p 0.0003), than the studies on healthy subjects (p 0.09).In conclusion, this review highlights that despite being a promising and interesting methodology for the study of the microcirculatory function, the wavelet analysis has remained still neglected.

Multifractality as a Measure of Complexity in Solar Flare Activity

Science.gov (United States)

Sen, Asok K.

2007-03-01

In this paper we use the notion of multifractality to describe the complexity in H α flare activity during the solar cycles 21, 22, and 23. Both northern and southern hemisphere flare indices are analyzed. Multifractal behavior of the flare activity is characterized by calculating the singularity spectrum of the daily flare index time series in terms of the Hölder exponent. The broadness of the singularity spectrum gives a measure of the degree of multifractality or complexity in the flare index data. The broader the spectrum, the richer and more complex is the structure with a higher degree of multifractality. Using this broadness measure, complexity in the flare index data is compared between the northern and southern hemispheres in each of the three cycles, and among the three cycles in each of the two hemispheres. Other parameters of the singularity spectrum can also provide information about the fractal properties of the flare index data. For instance, an asymmetry to the left or right in the singularity spectrum indicates a dominance of high or low fractal exponents, respectively, reflecting a relative abundance of large or small fluctuations in the total energy emitted by the flares. Our results reveal that in the even (22nd) cycle the singularity spectra are very similar for the northern and southern hemispheres, whereas in the odd cycles (21st and 23rd) they differ significantly. In particular, we find that in cycle 21, the northern hemisphere flare index data have higher complexity than its southern counterpart, with an opposite pattern prevailing in cycle 23. Furthermore, small-scale fluctuations in the flare index time series are predominant in the northern hemisphere in the 21st cycle and are predominant in the southern hemisphere in the 23rd cycle. Based on these findings one might suggest that, from cycle to cycle, there exists a smooth switching between the northern and southern hemispheres in the multifractality of the flaring process. This new

Study of Denoising in TEOAE Signals Using an Appropriate Mother Wavelet Function

Directory of Open Access Journals (Sweden)

Habib Alizadeh Dizaji

2007-06-01

Full Text Available Background and Aim: Matching a mother wavelet to class of signals can be of interest in signal analy­sis and denoising based on wavelet multiresolution analysis and decomposition. As transient evoked otoacoustic emissions (TEOAES are contaminated with noise, the aim of this work was to pro­vide a quantitative approach to the problem of matching a mother wavelet to TEOAE signals by us­ing tun­ing curves and to use it for analysis and denoising TEOAE signals. Approximated mother wave­let for TEOAE signals was calculated using an algorithm for designing wavelet to match a specified sig­nal.Materials and Methods: In this paper a tuning curve has used as a template for designing a mother wave­let that has maximum matching to the tuning curve. The mother wavelet matching was performed on tuning curves spectrum magnitude and phase independent of one another. The scaling function was calcu­lated from the matched mother wavelet and by using these functions, lowpass and highpass filters were designed for a filter bank and otoacoustic emissions signal analysis and synthesis. After signal analyz­ing, denoising was performed by time windowing the signal time-frequency component.Results: Aanalysis indicated more signal reconstruction improvement in comparison with coiflets mother wavelet and by using the purposed denoising algorithm it is possible to enhance signal to noise ra­tio up to dB.Conclusion: The wavelet generated from this algorithm was remarkably similar to the biorthogonal wave­lets. Therefore, by matching a biorthogonal wavelet to the tuning curve and using wavelet packet analy­sis, a high resolution time-frequency analysis for the otoacoustic emission signals is possible.

Perceptual security of encrypted images based on wavelet scaling analysis

Science.gov (United States)

Vargas-Olmos, C.; Murguía, J. S.; Ramírez-Torres, M. T.; Mejía Carlos, M.; Rosu, H. C.; González-Aguilar, H.

2016-08-01

The scaling behavior of the pixel fluctuations of encrypted images is evaluated by using the detrended fluctuation analysis based on wavelets, a modern technique that has been successfully used recently for a wide range of natural phenomena and technological processes. As encryption algorithms, we use the Advanced Encryption System (AES) in RBT mode and two versions of a cryptosystem based on cellular automata, with the encryption process applied both fully and partially by selecting different bitplanes. In all cases, the results show that the encrypted images in which no understandable information can be visually appreciated and whose pixels look totally random present a persistent scaling behavior with the scaling exponent α close to 0.5, implying no correlation between pixels when the DFA with wavelets is applied. This suggests that the scaling exponents of the encrypted images can be used as a perceptual security criterion in the sense that when their values are close to 0.5 (the white noise value) the encrypted images are more secure also from the perceptual point of view.

Time-Frequency-Wavenumber Analysis of Surface Waves Using the Continuous Wavelet Transform

Science.gov (United States)

Poggi, V.; Fäh, D.; Giardini, D.

2013-03-01

A modified approach to surface wave dispersion analysis using active sources is proposed. The method is based on continuous recordings, and uses the continuous wavelet transform to analyze the phase velocity dispersion of surface waves. This gives the possibility to accurately localize the phase information in time, and to isolate the most significant contribution of the surface waves. To extract the dispersion information, then, a hybrid technique is applied to the narrowband filtered seismic recordings. The technique combines the flexibility of the slant stack method in identifying waves that propagate in space and time, with the resolution of f- k approaches. This is particularly beneficial for higher mode identification in cases of high noise levels. To process the continuous wavelet transform, a new mother wavelet is presented and compared to the classical and widely used Morlet type. The proposed wavelet is obtained from a raised-cosine envelope function (Hanning type). The proposed approach is particularly suitable when using continuous recordings (e.g., from seismological-like equipment) since it does not require any hardware-based source triggering. This can be subsequently done with the proposed method. Estimation of the surface wave phase delay is performed in the frequency domain by means of a covariance matrix averaging procedure over successive wave field excitations. Thus, no record stacking is necessary in the time domain and a large number of consecutive shots can be used. This leads to a certain simplification of the field procedures. To demonstrate the effectiveness of the method, we tested it on synthetics as well on real field data. For the real case we also combine dispersion curves from ambient vibrations and active measurements.

Chaos game representation of functional protein sequences, and simulation and multifractal analysis of induced measures

International Nuclear Information System (INIS)

Zu-Guo, Yu; Qian-Jun, Xiao; Long, Shi; Jun-Wu, Yu; Anh, Vo

2010-01-01

Investigating the biological function of proteins is a key aspect of protein studies. Bioinformatic methods become important for studying the biological function of proteins. In this paper, we first give the chaos game representation (CGR) of randomly-linked functional protein sequences, then propose the use of the recurrent iterated function systems (RIFS) in fractal theory to simulate the measure based on their chaos game representations. This method helps to extract some features of functional protein sequences, and furthermore the biological functions of these proteins. Then multifractal analysis of the measures based on the CGRs of randomly-linked functional protein sequences are performed. We find that the CGRs have clear fractal patterns. The numerical results show that the RIFS can simulate the measure based on the CGR very well. The relative standard error and the estimated probability matrix in the RIFS do not depend on the order to link the functional protein sequences. The estimated probability matrices in the RIFS with different biological functions are evidently different. Hence the estimated probability matrices in the RIFS can be used to characterise the difference among linked functional protein sequences with different biological functions. From the values of the D q curves, one sees that these functional protein sequences are not completely random. The D q of all linked functional proteins studied are multifractal-like and sufficiently smooth for the C q (analogous to specific heat) curves to be meaningful. Furthermore, the D q curves of the measure μ based on their CGRs for different orders to link the functional protein sequences are almost identical if q ≥ 0. Finally, the C q curves of all linked functional proteins resemble a classical phase transition at a critical point. (cross-disciplinary physics and related areas of science and technology)

Response of Autonomic Nervous System to Body Positions: Fourier and Wavelet Analysis

OpenAIRE

Xu, Aiguo; Gonnella, G.; Federici, A.; Stramaglia, S.; Simone, F.; Zenzola, A.; Santostasi, R.

2003-01-01

Two mathematical methods, the Fourier and wavelet transforms, were used to study the short term cardiovascular control system. Time series, picked from electrocardiogram and arterial blood pressure lasting 6 minutes, were analyzed in supine position (SUP), during the first (HD1), and the second parts (HD2) of $90^{\\circ}$ head down tilt and during recovery (REC). The wavelet transform was performed using the Haar function of period $T=2^j$ ($% j=1$,2,$... $,6) to obtain wavelet coefficients. ...

Source location in plates based on the multiple sensors array method and wavelet analysis

International Nuclear Information System (INIS)

Yang, Hong Jun; Shin, Tae Jin; Lee, Sang Kwon

2014-01-01

A new method for impact source localization in a plate is proposed based on the multiple signal classification (MUSIC) and wavelet analysis. For source localization, the direction of arrival of the wave caused by an impact on a plate and the distance between impact position and sensor should be estimated. The direction of arrival can be estimated accurately using MUSIC method. The distance can be obtained by using the time delay of arrival and the group velocity of the Lamb wave in a plate. Time delay is experimentally estimated using the continuous wavelet transform for the wave. The elasto dynamic theory is used for the group velocity estimation.

Source location in plates based on the multiple sensors array method and wavelet analysis

Energy Technology Data Exchange (ETDEWEB)

Yang, Hong Jun; Shin, Tae Jin; Lee, Sang Kwon [Inha University, Incheon (Korea, Republic of)

2014-01-15

A new method for impact source localization in a plate is proposed based on the multiple signal classification (MUSIC) and wavelet analysis. For source localization, the direction of arrival of the wave caused by an impact on a plate and the distance between impact position and sensor should be estimated. The direction of arrival can be estimated accurately using MUSIC method. The distance can be obtained by using the time delay of arrival and the group velocity of the Lamb wave in a plate. Time delay is experimentally estimated using the continuous wavelet transform for the wave. The elasto dynamic theory is used for the group velocity estimation.

Multiresolution Wavelet Analysis of Heartbeat Intervals Discriminates Healthy Patients from Those with Cardiac Pathology

Science.gov (United States)

Thurner, Stefan; Feurstein, Markus C.; Teich, Malvin C.

1998-02-01

We applied multiresolution wavelet analysis to the sequence of times between human heartbeats ( R-R intervals) and have found a scale window, between 16 and 32 heartbeat intervals, over which the widths of the R-R wavelet coefficients fall into disjoint sets for normal and heart-failure patients. This has enabled us to correctly classify every patient in a standard data set as belonging either to the heart-failure or normal group with 100% accuracy, thereby providing a clinically significant measure of the presence of heart failure from the R-R intervals alone. Comparison is made with previous approaches, which have provided only statistically significant measures.

A Wavelet-Based Optimization Method for Biofuel Production

Directory of Open Access Journals (Sweden)

Maurizio Carlini

2018-02-01

Full Text Available On a global scale many countries are still heavily dependent on crude oil to produce energy and fuel for transport, with a resulting increase of atmospheric pollution. A possible solution to obviate this problem is to find eco-sustainable energy sources. A potential choice could be the use of biodiesel as fuel. The work presented aims to characterise the transesterification reaction of waste peanut frying oil using colour analysis and wavelet analysis. The biodiesel production, with the complete absence of mucilages, was evaluated through a suitable set of energy wavelet coefficients and scalograms. The physical characteristics of the biodiesel are influenced by mucilages. In particular the viscosity, that is a fundamental parameter for the correct use of the biodiesel, might be compromised. The presence of contaminants in the samples can often be missed by visual analysis. The low and high frequency wavelet analysis, by investigating the energy change of wavelet coefficient, provided a valid characterisation of the quality of the samples, related to the absence of mucilages, which is consistent with the experimental results. The proposed method of this work represents a preliminary analysis, before the subsequent chemical physical analysis, that can be develop during the production phases of the biodiesel in order to optimise the process, avoiding the presence of impurities in suspension in the final product.

Multi-fractal analysis and lacunarity spectrum of the dark matter haloes in the SDSS-DR7

International Nuclear Information System (INIS)

Chacón-Cardona, C.A.; Casas-Miranda, R.A.; Muñoz-Cuartas, J.C.

2016-01-01

Highlights: • We analysed the dark matter in Seventh Data Release of the Sloan Digital Sky Survey. • From the initial sample with 412,468 galaxies, 339,505 dark matter haloes were used. • We found the multifractal and the lacunarity spectrum as radial distance function. • The dark matter set did not achieve at the physical dimension of the space. - Abstract: The dark matter halo distribution of the nearby universe is used to study the fractal behaviour in the proximate universe. The data, which is based on four volume-limited galaxy samples was obtained by Muñoz-Cuartas and Mueller (2012) from the Seventh Data Release of the Sloan Digital Sky Survey (SDSS-DR7). In order to know the fractal behaviour of the observed universe, from the initial sample which contains 412,468 galaxies and 339,505 dark matter haloes were used as input for the fractal calculations. Using this data we use the sliding-window technique for the dark matter distribution and compute the multi-fractal dimension and the lacunarity spectrum and use it to study its dependence on radial distance in every sample. The transition to homogeneity is not observed in the dark matter halo distribution obtained from the SDSS-DR7 volume-limited galaxy samples; in its place the dark matter halo distribution exhibits a persistent multi-fractal behaviour where the measured dimension does not arrive at the value of the physical dimension of the space, for all structure parameter values of the analysed set, at least up to radial distances of the ordered from 165 Mpc/h from the available centres of each sample. Our results and their implications are discussed in the context of the formation of large-scale structures in the universe.

Fault Diagnosis of Broken Rotor Bars in Squirrel-Cage Induction Motor of Hoister Based on Duffing Oscillator and Multifractal Dimension

Directory of Open Access Journals (Sweden)

Zhike Zhao

2014-07-01

Full Text Available This paper is to propose a novel fault diagnosis method for broken rotor bars in squirrel-cage induction motor of hoister, which is based on duffing oscillator and multifractal dimension. Firstly, based on the analysis of the structure and performance of modified duffing oscillator, the end of transitional slope from chaotic area to large-scale cycle area is selected as the optimal critical threshold of duffing oscillator by bifurcation diagrams and Lyapunov exponent. Secondly, the phase transformation duffing oscillator from chaos to intermittent chaos is sensitive to the signals, whose frequency difference is quite weak from the reference signal. The spectrums of the largest Lyapunov exponents and bifurcation diagrams of the duffing oscillator are utilized to analyze the variance in different parameters of frequency. Finally, this paper is to analyze the characteristics of both single fractal (box-counting dimension and multifractal and make a comparison between them. Multifractal detrended fluctuation analysis is applied to detect extra frequency component of current signal. Experimental results reveal that the method is effective for early detection of broken rotor bars in squirrel-cage induction motor of hoister.

Wavelet-based analysis of gastric microcirculation in rats with ulcer bleedings

Science.gov (United States)

Pavlov, A. N.; Rodionov, M. A.; Pavlova, O. N.; Semyachkina-Glushkovskaya, O. V.; Berdnikova, V. A.; Kuznetsova, Ya. V.; Semyachkin-Glushkovskij, I. A.

2012-03-01

Studying of nitric oxide (NO) dependent mechanisms of regulation of microcirculation in a stomach can provide important diagnostic markers of the development of stress-induced ulcer bleedings. In this work we use a multiscale analysis based on the discrete wavelet-transform to characterize a latent stage of illness formation in rats. A higher sensitivity of stomach vessels to the NO-level in ill rats is discussed.

Applications of a fast, continuous wavelet transform

Energy Technology Data Exchange (ETDEWEB)

Dress, W.B.

1997-02-01

A fast, continuous, wavelet transform, based on Shannon`s sampling theorem in frequency space, has been developed for use with continuous mother wavelets and sampled data sets. The method differs from the usual discrete-wavelet approach and the continuous-wavelet transform in that, here, the wavelet is sampled in the frequency domain. Since Shannon`s sampling theorem lets us view the Fourier transform of the data set as a continuous function in frequency space, the continuous nature of the functions is kept up to the point of sampling the scale-translation lattice, so the scale-translation grid used to represent the wavelet transform is independent of the time- domain sampling of the signal under analysis. Computational cost and nonorthogonality aside, the inherent flexibility and shift invariance of the frequency-space wavelets has advantages. The method has been applied to forensic audio reconstruction speaker recognition/identification, and the detection of micromotions of heavy vehicles associated with ballistocardiac impulses originating from occupants` heart beats. Audio reconstruction is aided by selection of desired regions in the 2-D representation of the magnitude of the transformed signal. The inverse transform is applied to ridges and selected regions to reconstruct areas of interest, unencumbered by noise interference lying outside these regions. To separate micromotions imparted to a mass-spring system (e.g., a vehicle) by an occupants beating heart from gross mechanical motions due to wind and traffic vibrations, a continuous frequency-space wavelet, modeled on the frequency content of a canonical ballistocardiogram, was used to analyze time series taken from geophone measurements of vehicle micromotions. By using a family of mother wavelets, such as a set of Gaussian derivatives of various orders, features such as the glottal closing rate and word and phrase segmentation may be extracted from voice data.

Wavelet Transforms using VTK-m

Energy Technology Data Exchange (ETDEWEB)

Li, Shaomeng [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Sewell, Christopher Meyer [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

2016-09-27

These are a set of slides that deal with the topics of wavelet transforms using VTK-m. First, wavelets are discussed and detailed, then VTK-m is discussed and detailed, then wavelets and VTK-m are looked at from a performance comparison, then from an accuracy comparison, and finally lessons learned, conclusion, and what is next. Lessons learned are the following: Launching worklets is expensive; Natural logic of performing 2D wavelet transform: Repeat the same 1D wavelet transform on every row, repeat the same 1D wavelet transform on every column, invoke the 1D wavelet worklet every time: num_rows x num_columns; VTK-m approach of performing 2D wavelet transform: Create a worklet for 2D that handles both rows and columns, invoke this new worklet only one time; Fast calculation, but cannot reuse 1D implementations.

Analysis of the sensitivity to rainfall spatio-temporal variability of an operational urban rainfall-runoff model in a multifractal framework

Science.gov (United States)

Gires, A.; Tchiguirinskaia, I.; Schertzer, D. J.; Lovejoy, S.

2011-12-01

In large urban areas, storm water management is a challenge with enlarging impervious areas. Many cities have implemented real time control (RTC) of their urban drainage system to either reduce overflow or limit urban contamination. A basic component of RTC is hydraulic/hydrologic model. In this paper we use the multifractal framework to suggest an innovative way to test the sensitivity of such a model to the spatio-temporal variability of its rainfall input. Indeed the rainfall variability is often neglected in urban context, being considered as a non-relevant issue at the scales involve. Our results show that on the contrary the rainfall variability should be taken into account. Universal multifractals (UM) rely on the concept of multiplicative cascade and are a standard tool to analyze and simulate with a reduced number of parameters geophysical processes that are extremely variable over a wide range of scales. This study is conducted on a 3 400 ha urban area located in Seine-Saint-Denis, in the North of Paris (France). We use the operational semi-distributed model that was calibrated by the local authority (Direction Eau et Assainnissement du 93) that is in charge of urban drainage. The rainfall data comes from the C-Band radar of Trappes operated by Météo-France. The rainfall event of February 9th, 2009 was used. A stochastic ensemble approach was implemented to quantify the uncertainty on discharge associated to the rainfall variability occurring at scales smaller than 1 km x 1 km x 5 min that is usually available with C-band radar networks. An analysis of the quantiles of the simulated peak flow showed that the uncertainty exceeds 20 % for upstream links. To evaluate a potential gain from a direct use of the rainfall data available at the resolution of X-band radar, we performed similar analysis of the rainfall fields of the degraded resolution of 9 km x 9 km x 20 min. The results show a clear decrease in uncertainty when the original resolution of C

Energy-Based Wavelet De-Noising of Hydrologic Time Series

Science.gov (United States)

Sang, Yan-Fang; Liu, Changming; Wang, Zhonggen; Wen, Jun; Shang, Lunyu

2014-01-01

De-noising is a substantial issue in hydrologic time series analysis, but it is a difficult task due to the defect of methods. In this paper an energy-based wavelet de-noising method was proposed. It is to remove noise by comparing energy distribution of series with the background energy distribution, which is established from Monte-Carlo test. Differing from wavelet threshold de-noising (WTD) method with the basis of wavelet coefficient thresholding, the proposed method is based on energy distribution of series. It can distinguish noise from deterministic components in series, and uncertainty of de-noising result can be quantitatively estimated using proper confidence interval, but WTD method cannot do this. Analysis of both synthetic and observed series verified the comparable power of the proposed method and WTD, but de-noising process by the former is more easily operable. The results also indicate the influences of three key factors (wavelet choice, decomposition level choice and noise content) on wavelet de-noising. Wavelet should be carefully chosen when using the proposed method. The suitable decomposition level for wavelet de-noising should correspond to series' deterministic sub-signal which has the smallest temporal scale. If too much noise is included in a series, accurate de-noising result cannot be obtained by the proposed method or WTD, but the series would show pure random but not autocorrelation characters, so de-noising is no longer needed. PMID:25360533

A DNA Structure-Based Bionic Wavelet Transform and Its Application to DNA Sequence Analysis

Directory of Open Access Journals (Sweden)

Fei Chen

2003-01-01

Full Text Available DNA sequence analysis is of great significance for increasing our understanding of genomic functions. An important task facing us is the exploration of hidden structural information stored in the DNA sequence. This paper introduces a DNA structure-based adaptive wavelet transform (WT – the bionic wavelet transform (BWT – for DNA sequence analysis. The symbolic DNA sequence can be separated into four channels of indicator sequences. An adaptive symbol-to-number mapping, determined from the structural feature of the DNA sequence, was introduced into WT. It can adjust the weight value of each channel to maximise the useful energy distribution of the whole BWT output. The performance of the proposed BWT was examined by analysing synthetic and real DNA sequences. Results show that BWT performs better than traditional WT in presenting greater energy distribution. This new BWT method should be useful for the detection of the latent structural features in future DNA sequence analysis.

Fractional governing equations of transient groundwater flow in confined aquifers with multi-fractional dimensions in fractional time

Directory of Open Access Journals (Sweden)

M. L. Kavvas

2017-10-01

Full Text Available Using fractional calculus, a dimensionally consistent governing equation of transient, saturated groundwater flow in fractional time in a multi-fractional confined aquifer is developed. First, a dimensionally consistent continuity equation for transient saturated groundwater flow in fractional time and in a multi-fractional, multidimensional confined aquifer is developed. For the equation of water flux within a multi-fractional multidimensional confined aquifer, a dimensionally consistent equation is also developed. The governing equation of transient saturated groundwater flow in a multi-fractional, multidimensional confined aquifer in fractional time is then obtained by combining the fractional continuity and water flux equations. To illustrate the capability of the proposed governing equation of groundwater flow in a confined aquifer, a numerical application of the fractional governing equation to a confined aquifer groundwater flow problem was also performed.

Polarized spectral features of human breast tissues through wavelet ...

Indian Academy of Sciences (India)

Abstract. Fluorescence characteristics of human breast tissues are investigated through wavelet transform and principal component analysis (PCA). Wavelet transform of polar- ized fluorescence spectra of human breast tissues is found to localize spectral features that can reliably differentiate different tissue types.

Complexity and multifractality of neuronal noise in mouse and human hippocampal epileptiform dynamics

Science.gov (United States)

Serletis, Demitre; Bardakjian, Berj L.; Valiante, Taufik A.; Carlen, Peter L.

2012-10-01

Fractal methods offer an invaluable means of investigating turbulent nonlinearity in non-stationary biomedical recordings from the brain. Here, we investigate properties of complexity (i.e. the correlation dimension, maximum Lyapunov exponent, 1/fγ noise and approximate entropy) and multifractality in background neuronal noise-like activity underlying epileptiform transitions recorded at the intracellular and local network scales from two in vitro models: the whole-intact mouse hippocampus and lesional human hippocampal slices. Our results show evidence for reduced dynamical complexity and multifractal signal features following transition to the ictal epileptiform state. These findings suggest that pathological breakdown in multifractal complexity coincides with loss of signal variability or heterogeneity, consistent with an unhealthy ictal state that is far from the equilibrium of turbulent yet healthy fractal dynamics in the brain. Thus, it appears that background noise-like activity successfully captures complex and multifractal signal features that may, at least in part, be used to classify and identify brain state transitions in the healthy and epileptic brain, offering potential promise for therapeutic neuromodulatory strategies for afflicted patients suffering from epilepsy and other related neurological disorders. This paper is based on chapter 5 of Serletis (2010 PhD Dissertation Department of Physiology, Institute of Biomaterials and Biomedical Engineering, University of Toronto).

ANN-based wavelet analysis for predicting electrical signal from photovoltaic power supply system

Energy Technology Data Exchange (ETDEWEB)

Mellit, A. [Medea Univ., Medea (Algeria). Inst. of Science Engineering, Dept. of Electronics

2007-07-01

This study was conducted to predict different electrical signals from a photovoltaic power supply system (PVPS) using an artificial neural networks (ANN) with wavelet analysis. It involved the creation of a database of electrical signals (PV-generator current, voltage, battery current voltage, regulator current and voltage) obtained from an experimental PVPS system installed in the south of Algeria. The potential applications were for sizing and analyzing the performance of PVPS systems; control of maximum power point tracker (MPPT) in order to deliver the maximum energy from the PV-array; prediction of the optimal configuration (PV-array and battery sizing) of PVPS systems; expert configuration of PV-systems; faults diagnosis; supervision; and, control and monitoring. First, based on the wavelet analysis each electrical signal was mapped in several time frequency domains. The PV-system was then divided into 3-subsystems corresponding to ANN-PV generator model, ANN-battery model, and ANN-regulator model. An example of day-by-day prediction for each electrical signal was presented. The results of the proposed approach were in good agreement with experimental results. In addition, the accuracy of the proposed approach was more satisfactory when only ANN was used. It was concluded that this methodology offers the possibility of developing a new expert configuration of PVPS by implementing the soft computing ANN-wavelet program with a digital signal processing (DSP) circuit. 26 refs., 1 tab., 5 figs.

The Use of Continuous Wavelet Transform Based on the Fast Fourier Transform in the Analysis of Multi-channel Electrogastrography Recordings.